Recent Developments in Bayesian Econometrics and Their Applications

Language: English

Published by Springer-Verlag Gmbh Okt 2025, 2025

3032001099 / 9783032001092

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts in the field, with particular attention paid to Bayesian vector autoregressive (VAR) models and forecasting. It addresses forecasting with Bayesian VARs as a research field, mixed-frequency and high-dimensional Bayesian VARs, various forms of Bayesian VARs with stochastic volatility, forecast combination, analysis of time-varying parameter models in the frequency domain, and portfolio analysis in a Bayesian framework. Presenting cutting-edge research and providing valuable insights into the field of Bayesian econometrics, the book will appeal to researchers, practitioners in the banking sector, and government authorities. 249 pp. Englisch. …

Seller Inventory # 9783032001092

Title
Recent Developments in Bayesian Econometrics and Their Applications
Author
Stepan Mazur
Publisher
Springer-Verlag Gmbh Okt 2025
Publication year
2025
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3032001099
ISBN 13
9783032001092
Item weight
563 grams
Dimensions
241x160x20 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany