02017mam a2200301 a 4500 2003499 BD-DhUL 20160508143828.0 970306s1997 nyua b 001 0 eng 97012147 0387982337 (hc : alk. paper) (OCoLC)ocm36549128 DLC DLC C#P OrLoB-B BD-DhUL HB139 .D674 1997 330.015195 21 DOB Dorfman, Jeffrey H. Bayesian economics through numerical methods : a guide to econometrics and decision-making with prior information / Jeffrey H. Dorfman. New York : Springer, c1997. vii, 110 p. : ill. ; 25 cm. Includes bibliographical references (p. 97-107) and index. Ch. 1. Introduction -- Ch. 2. A Quick Course in Bayesian Statistics and Decision Theory -- Ch. 3. New Advances in Numerical Bayesian Techniques -- Ch. 4. Imposing Economic Theory -- Ch. 5. Studying Parameters of Interest -- Ch. 6. Unit Root and Cointegration Tests -- Ch. 7. Model Specification Uncertainty -- Ch. 8. Forecasting -- Ch. 9. More Realistic Models Through Numerical Methods -- Ch. 10. Decision Theory Applications. The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to the application of Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques that have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling. The result is a book that 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. Econometrics. Bayesian statistical decision theory. AUTH TOC ddc BK 61840 61840 0 0 ddc 0 330_015195000000000_DOB 0 NFIC 103980 DUL DUL GEN 1999-12-04 Purchased 330.015195 DOB 387625 2016-05-08 1 2016-05-08 BK 0 0 ddc 0 330_015195000000000_DOB 0 NFIC 103981 DUL DUL GEN 1999-12-04 Purchased 330.015195 DOB 387626 2016-05-08 2 2016-05-08 BK