Bayesian economics through numerical methods

The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to the application of Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques that have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The result is a book that presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing research topic.

שנה

1997

שפה

English

הוצאה

Springer London, Limited

מהדורות

3

ISBN

9780387226354

מקור הנתונים: Wikidata