Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information

by Jeffrey H. Dorfman

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1475771029
• ISBN13: 9781475771022
• Release Date: March 2013
• Publisher: Springer
• Length: 110 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"