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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, Incorporated, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
Seller: Better World Books Ltd, Dunfermline, United Kingdom
Seller rating 5 out of 5 stars
US$ 15.57
Convert currencyUS$ 10.73 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketCondition: Very Good. 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.
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
Paperback. Condition: Good. This book is in good condition; no remainder marks. It does have some cover shelfwear, edge wear, corner wear. Inside pages have no writing. ; Advanced Texts In Econometrics; 23.4 X 15.6 X 1.94 centimeters; 366 pages.
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 82.58
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
paperback. Condition: Very Good. Signed by Marc Nerlove. The pages are clean and unmarked. The cover has some bumping and wear to the corners.
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 99.05
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 104.63
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press OUP, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
Condition: New. pp. 368.
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, GB, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
US$ 135.03
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Add to basketPaperback. Condition: New. This book contains an up-to-date coverage of the last twenty years advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 129.49
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Add to basketCondition: New. pp. 368 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Bayesian Inference in Dynamic Econometric Models (Paperback)
Published by Oxford University Press, Oxford, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 108.78
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Add to basketPaperback. Condition: new. Paperback. This book contains an up-to-date coverage of the last twenty years advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Bayesian Inference in Dynamic Econometric Models (Paperback)
Published by Oxford University Press, Oxford, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 102.25
Convert currencyUS$ 49.64 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: new. Paperback. This book contains an up-to-date coverage of the last twenty years advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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US$ 109.69
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Add to basketCondition: New. This work contains an up-to-date coverage of the last 20 years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. Several examples illustrate the methods.Über den AutorLuc Bauwens is currently P.
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 171.37
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, GB, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
US$ 128.99
Convert currencyUS$ 87.21 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPaperback. Condition: New. This book contains an up-to-date coverage of the last twenty years advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
US$ 237.70
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773137 ISBN 13: 9780198773139
Language: English
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
US$ 292.48
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Bayesian Inference in Dynamic Econometric Models (Hardcover)
Published by Oxford University Press, Oxford, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
US$ 278.19
Convert currencyUS$ 37.00 shipping from Australia to U.S.A.Quantity: 1 available
Add to basketHardcover. Condition: new. Hardcover. This book contains an up-to-date coverage of the last twenty years advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This book covers the principles and tools of Bayesian inference in econometrics. Bayesian inference is a branch of statistics that integrates explicitly both data and prior information in model building, estimation and evaluation. The book shows how to use Bayesian methods in models suited to the analysis of macroeconomic and financial time series Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
US$ 299.10
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Add to basketCondition: As New. Unread book in perfect condition.
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Bayesian Inference in Dynamic Econometric Models (Hardcover)
Published by Oxford University Press, Oxford, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
US$ 285.36
Convert currencyUS$ 49.64 shipping from United Kingdom to U.S.A.Quantity: 1 available
Add to basketHardcover. Condition: new. Hardcover. This book contains an up-to-date coverage of the last twenty years advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers abroad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It containsalso an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This book covers the principles and tools of Bayesian inference in econometrics. Bayesian inference is a branch of statistics that integrates explicitly both data and prior information in model building, estimation and evaluation. The book shows how to use Bayesian methods in models suited to the analysis of macroeconomic and financial time series Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)
Published by Oxford University Press (UK) Mär 2000, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
US$ 373.84
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Add to basketBuch. Condition: Neu. Neuware - 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 SeriesAdvanced 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.
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Bayesian Inference in Dynamic Econometric Models
Published by Oxford University Press, 2000
ISBN 10: 0198773129 ISBN 13: 9780198773122
Language: English
US$ 597.53
Convert currencyUS$ 68.00 shipping from Spain to U.S.A.Quantity: 1 available
Add to basketCondition: Usado - bueno.
