rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Bayesian Economics Through Numerical Methods
    sub title: A Guide to Econometrics and Decision-Making with Prior Information
  name:
    name part: Dorfman, Jeffrey H.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 1997
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: VIII, 110 p. online resource.
  abstract: 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 author covers both advances in theory and modern approaches to numerical and applied problems. The book includes applications drawn from a variety of different fields within economics and also provides a quick overview to the underlying statistical ideas of Bayesian thought. The result is a book which presents a roadmap of applied economic questions that can now be addressed empirically with Bayesian methods. Consequently, many researchers will find this a readily readable survey of this growing research topic.
  table of contents: Theory and Basics -- A Quick Course in Bayesian Statistics and Decision Theory -- New Advances in Numerical Bayesian Techniques -- Applications in Econometrics -- Imposing Economic Theory -- Studying Parameters of Interest -- Unit Root and Cointegration Tests -- Model Specification Uncertainty -- Forecasting -- More Realistic Models Through Numerical Methods -- Applications to Economic Decision Making -- Decision Theory Applications.
  note: by Jeffrey H. Dorfman.
  subject:
    topic: Statistics
  subject:
    topic: Economic theory
  subject:
    topic: Economics
  subject:
    topic: Economic Theory/Quantitative Economics/Mathematical Methods
  subject:
    topic: Statistics for Business/Economics/Mathematical Finance/Insurance
  classification: HB1-846.8
  classification: 330.1
  related item:
    title info:
      title: Springer eBooks
  identifier: 9780387226354
  identifier: http://dx.doi.org/10.1007/b97676
  record info:
    record creation date: 100301
    record change date: 20151204191317.0
    record identifier: 978-0-387-22635-4