Bayesian inference in dynamic econometric models /

Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series.

Bibliographic Details
Main Author: Bauwens, Luc, 1952-
Other Authors: Lubrano, Michel, Richard, Jean-François, 1943-
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 1999.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series.
Physical Description:1 online resource (xv, 350 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9780191695315
0191695319