Bayesian Economics Through Numerical Methods A Guide to Econometrics and Decision-Making with Prior Information |
|
| Author:
| Dorfman, Jeffrey H. |
| ISBN: | 978-0-387-98233-5 |
| Publication Date: | Jul 1997 |
| Publisher: | Springer New York
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $104.00USD $54.99 |
Book Description:
|
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.