• Media type: E-Book
  • Title: Bayesian inference in dynamic econometric models
  • Contributor: Bauwens, Luc [Author]; Lubrano, Michel [Contributor]; Richard, Jean-François [Contributor]
  • Published: Oxford: Oxford University Press, 1999
  • Extent: 1 online resource (xv, 350 p.); ill
  • Language: English
  • DOI: 10.1093/acprof:oso/9780198773122.001.0001
  • ISBN: 9780191695315
  • Identifier:
  • Keywords: Bayesian statistical decision theory ; Econometric models
  • Origination:
  • Footnote: Includes bibliographical references and index. - Description based on print version record
  • Description: Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series.