Bayesian Economics Through Numerical Methods A Guide to Econometrics and Decision-Making with Prior Information |
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| Author:
| Dorfman, Jeffrey H. |
| ISBN: | 978-0-387-98233-5 |
| Publication Date: | Jan 1997 |
| Publisher: | Springer
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| Book Format: | Hardback |
| List Price: | AUD $175.95 |
Book Description:
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The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling.
The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling.