Bayesian Econometric Methods

by Dale J. Poirier and Gary Koop

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1108437494
• ISBN13: 9781108437493
• Release Date: August 2019
• Publisher: Cambridge University Press
• Length: 486 Pages
• Weight: 2.10 lbs.
• Dimensions: 0.9" x 7.2" x 9.7"