Bayesian Inference in Dynamic Econometric Models

Bauwens, Luc, Lubrano, Michel, Richard, Jean-François

ISBN 10: 0198773137 / ISBN 13: 9780198773139

Published by Oxford University Press, Incorporated, 2000

About this Item

Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.

Seller Inventory # 49974639-20

Bibliographic Details

• Title: Bayesian Inference in Dynamic Econometric Models
• Publisher: Oxford University Press, Incorporated
• Publication Date: 2000
• Language: English
• ISBN 10: 0198773137
• ISBN 13: 9780198773139
• Binding: Soft cover
• Condition: Very Good
• Weight: 1.212 pounds

About this title

Synopsis

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.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

About the Author

Luc Bauwens is currently Professor of Economics at the Université catholique de Louvain, where he has been co-director of the Center for Operations Research and Econometrics (CORE) from 1992 to 1998. He has previously been a lecturer at Ecole des Hautes Etudes en Sciences Sociales (EHESS), France, at Facultés universitaires catholiques de Mons (FUCAM), Belgium, and a consultant at the World Bank, Washington DC. His research interests cover Bayesian inference, time series methods, simulation and numerical methods in econometrics, as well as empirical finance and international trade.

Michel Lubrano is Directeur de Recherche at CNRS, part of GREQAM in Marseille.

Jean-François Richard is University Professor of Economics at the University of Pittsburgh.