丸善のおすすめ度
【Oxford版 ベイズ計量経済学ハンドブック】
The Oxford Handbook of Bayesian Econometrics(Oxford Handbooks) P 572 p. 13
Geweke, John,
Koop, Gary,
van Dijk, Herman
編
発行年月 |
2013年07月 |
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出版国 |
イギリス |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
paper |
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ページ数/巻数 |
572 p. |
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ジャンル |
洋書/社会科学/経済学/数理経済・計量経済・実験経済 |
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ISBN |
9780199681334 |
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商品コード |
1012450599 |
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新刊案内掲載月 |
2011年05月 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=1012450599 |
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著者紹介
Koop, Gary(編者):Professor of Economics, University of Strathclyde
内容
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.