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Bayesian Inference in Dynamic Econometric Models

Bayesian Inference in Dynamic Econometric Models

Paperback

Series: Advanced Texts in Econometrics

EconomicsProbability & Statistics

ISBN10: 0198773137
ISBN13: 9780198773139
Publisher: Oxford University Press
Published: Mar 23 2000
Pages: 366
Weight: 1.13
Height: 0.76 Width: 6.14 Depth: 9.21
Language: English
This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.

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Economics