The Oxford Handbook of Bayesian Econometrics
Series: Oxford Handbooks;
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Product details:
- Publisher OUP Oxford
- Date of Publication 11 July 2013
- ISBN 9780199681334
- Binding Paperback
- No. of pages572 pages
- Size 246x171 mm
- Weight 1000 g
- Language English 0
Categories
Short description:
A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
MoreLong description:
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.
This Handbook is an excellent piece of scholarly work that displays the full power of the Bayesian method. All chapters, whilst reasonably self-contained, also serve as springboards to the broader literature, with extensive referencing being a feature of all. Access to specialized computer code is provided in some cases, serving to aid in the wider dissemination and use of the paradigm.
Table of Contents:
Introduction
Part I: Principles
Bayesian Aspects of Treatment Choice
Exchangeability, Representation Theorems, and Subjectivity
Part II: Methods
Bayesian Inference for Time Series State Space Models
Flexible and Nonparametric Modelling
Introduction to Simulation and MCMC Methods
Part III: Applications
Bayesian Methods in Microeconometrics
Bayesian Macroeconometrics
Bayesian Applications in Marketing
Bayesian Econometrics in Finance
