Product Details 基本信息 ISBN-13 书号 9781108437493 Author 作者 Joshua Chan Pages Number 页数 486页 Publisher 出版社 Cambridge University Press Publication Date 出版日期 20190815 Product Dimensions 商品尺寸 0 x 0 x 0 cm Book Description 内容简介 Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The authors have also added many new exercises related to Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods. The text includes regression-based and hierarchical specifications, models based upon latent variable representations, and mixture and time series specifications. MCMC method
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