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OverviewFull Product DetailsAuthor: Luc Bauwens , etc. , Michel Lubrano , Jean-Francois Richard (University Professor of Economics, University of Pittsburgh, USA)Publisher: Oxford University Press Imprint: Oxford University Press Dimensions: Width: 16.30cm , Height: 2.40cm , Length: 24.20cm Weight: 0.673kg ISBN: 9780198773122ISBN 10: 0198773129 Pages: 366 Publication Date: 01 December 1999 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsChapter 1: Decision Theory and Bayesian Inference ; Chapter 2: Bayesian Statistics and Linear Regression ; Chapter 3: Methods of Numerical Integration ; Chapter 4: Prior Densities for the Regression Model ; Chapter 5: Dynamic Regression Models ; Chapter 6: Bayesian Unit Roots ; Chapter 7: Heteroskedasticity and ARCH ; Chapter 8: Nonlinear Tome Series Models ; Chapter 9: Systems of Equations ; Appendix A: Probability Distributions ; Appendix B: Generating Random NumbersReviewsit can serve as a useful textbook for advanced undergraduate or graduate courses in either time series analysis or econometrics. Paul Goodwin, International Journal of Forecasting, 2000 presents a comprehensive review of dynamic econometric models from a Bayesian perspective ... four insightful introductory chapters ... provide a valuable synthesis of current ideas and their applications to parameter estimation Paul Goodwin, International Journal of Forecasting, 2000 presents a comprehensive review of dynamic econometric models from a Bayesian perspective ... four insightful introductory chapters ... provide a valuable synthesis of current ideas and their applications to parameter estimation * Paul Goodwin, International Journal of Forecasting, 2000 * it can serve as a useful textbook for advanced undergraduate or graduate courses in either time series analysis or econometrics. * Paul Goodwin, International Journal of Forecasting, 2000 * Author InformationLuc Bauwens is currently Professor of Economics at the Universite catholique de Louvain, where he has been co-director of the Center for Operations Research and Econometrics (CORE) from 1992 to 1998. He has previously been a lecturer at Ecole des Hautes Etudes en Sciences Sociales (EHESS), France, at Facultes universitaires catholiques de Mons (FUCAM), Belgium, and a consultant at the World Bank, Washington DC. His research interests cover Bayesian inference, time series methods, simulation and numerical methods in econometrics, as well as empirical finance and international trade. Michel Lubrano is Directeur de Recherche at CNRS, part of GREQAM in Marseille. Jean-Francois Richard is University Professor of Economics at the University of Pittsburgh. Tab Content 6Author Website:Countries AvailableAll regions |
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