The Oxford handbook of Bayesian econometrics / edited by John Geweke, Gary Koop and Herman van Dijk.
"Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian method...
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| Other Authors: | , , |
|---|---|
| Other title: | Bayesian econometrics. |
| Format: | Book |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
2011.
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| Subjects: |
Table of Contents:
- Bayesian aspects of treatment choice / Gary Chamberlain
- Exchangeability, representation theorems, and subjectivity / Dale J. Poirier
- Bayesian inference for time series state space models / Paolo Giordani, Michael Pitt, and Robert Kohn
- Flexible and nonparametric modeling / Jim Griffin, Fernando Quintana, and Mark Steel
- Introduction to simulation and MCMC methods / Siddhartha Chib
- Bayesian methods in microeconometrics / Mingliang Li and Justin Tobias
- Bayesian macroeconometrics / Marco del Negro and Frank Schorfheide
- Bayesian applications in marketing / Peter Rossi and Greg Allenby
- Bayesian methods in finance / Eric Jacquier and Nicholas Polson.