The Oxford Handbook Of Bayesian Econometrics
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The Oxford Handbook of Bayesian Econometrics
Author | : John Geweke,Gary Koop,Herman van Dijk |
Publsiher | : Oxford University Press |
Total Pages | : 576 |
Release | : 2011-09-29 |
Genre | : Business & Economics |
ISBN | : 9780191618260 |
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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 methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.
The Oxford Handbook of Applied Bayesian Analysis
Author | : Anthony O' Hagan,Mike West |
Publsiher | : OUP Oxford |
Total Pages | : 928 |
Release | : 2010-03-18 |
Genre | : Mathematics |
ISBN | : 9780191582820 |
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Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing. Dramatic advances in modelling concepts and computational technologies now enable routine application of Bayesian analysis using increasingly realistic stochastic models, and this drives the adoption of Bayesian approaches in many areas of science, technology, commerce, and industry. This Handbook explores contemporary Bayesian analysis across a variety of application areas. Chapters written by leading exponents of applied Bayesian analysis showcase the scientific ease and natural application of Bayesian modelling, and present solutions to real, engaging, societally important and demanding problems. The chapters are grouped into five general areas: Biomedical & Health Sciences; Industry, Economics & Finance; Environment & Ecology; Policy, Political & Social Sciences; and Natural & Engineering Sciences, and Appendix material in each touches on key concepts, models, and techniques of the chapter that are also of broader pedagogic and applied interest.
Bayesian Econometric Methods
Author | : Joshua Chan,Gary Koop,Dale J. Poirier,Justin L. Tobias |
Publsiher | : Cambridge University Press |
Total Pages | : 491 |
Release | : 2019-08-15 |
Genre | : Business & Economics |
ISBN | : 9781108423380 |
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Illustrates Bayesian theory and application through a series of exercises in question and answer format.
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics
Author | : Jeffrey Racine,Liangjun Su,Aman Ullah |
Publsiher | : Oxford University Press |
Total Pages | : 562 |
Release | : 2014-04 |
Genre | : Business & Economics |
ISBN | : 9780199857944 |
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This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
The Oxford Handbook of Panel Data
Author | : Badi Hani Baltagi |
Publsiher | : Oxford Handbooks |
Total Pages | : 705 |
Release | : 2015 |
Genre | : Business & Economics |
ISBN | : 9780199940042 |
Download The Oxford Handbook of Panel Data Book in PDF, Epub and Kindle
Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.
The Oxford Handbook of Economic Forecasting
Author | : Michael P. Clements,David F. Hendry |
Publsiher | : OUP USA |
Total Pages | : 732 |
Release | : 2011-07-08 |
Genre | : Business & Economics |
ISBN | : 9780195398649 |
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Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Bayesian Inference in Dynamic Econometric Models
Author | : Luc Bauwens,Michel Lubrano,Jean-François Richard |
Publsiher | : Oxford University Press |
Total Pages | : 370 |
Release | : 1999 |
Genre | : Business & Economics |
ISBN | : 9780198773139 |
Download Bayesian Inference in Dynamic Econometric Models Book in PDF, Epub and Kindle
This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques basedon simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditionalheteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
The Oxford Handbook of Quantitative Asset Management
Author | : Bernd Scherer,Kenneth Winston,Kenneth James Winston |
Publsiher | : Oxford University Press |
Total Pages | : 530 |
Release | : 2012 |
Genre | : Business & Economics |
ISBN | : 9780199553433 |
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This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.