Bayesian Econometrics

by Siddhartha Chib, Gary L. Koop, Bill Griffiths, et al.

"Bayesian Econometrics" illustrates the scope and diversity of modern applications, reviews some recent advances, and highlights many desirable aspects of inference and computations. It begins with an historical overview by Arnold Zellner who describes key contributions to development and makes predictions for future directions. In the second paper, Giordani and Kohn makes suggestions for improving Markov chain Monte Carlo computational strategies...

• Format: Hardcover
• Language: English
• ISBN: 1848553080
• ISBN13: 9781848553088
• Release Date: December 2008
• Publisher: Emerald Group Publishing
• Length: 672 Pages
• Weight: 2.45 lbs.
• Dimensions: 2.0" x 6.2" x 9.0"