登入選單
返回Google圖書搜尋
Bayesian Economics Through Numerical Methods
Jeffrey H. Dorfman
其他書名
A Guide to Econometrics and Decision-Making with Prior Information
出版Springer Science & Business Media, 2006-03-31
主題Business & Economics / Economics / TheoryBusiness & Economics / StatisticsBusiness & Economics / Economics / GeneralMathematics / Probability & Statistics / General
ISBN03872263549780387226354
URLhttp://books.google.com.hk/books?id=SdERBwAAQBAJ&hl=&source=gbs_api
EBookSAMPLE
註釋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.