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Paperback Bayesian Inference in Dynamic Econometric Models Book
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ISBN: 0198773137

ISBN13: 9780198773139

Bayesian Inference in Dynamic Econometric Models

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Book Overview

This book offers an up-to-date coverage of the basic principles and tools of Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations, and the long available analytical results of Bayesian inference for linear regression models.

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Business Business & Investing Math Mathematics Science & Math

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