Bayesian inference in dynamic econometric models / Luc Bauwens, Michel Lubrano, and Jean-Francois Richard.
Material type: TextLanguage: English Series: Advanced texts in EconometricsPublication details: Oxford : Oxford University Press, 1999.Description: xv, 350 páginas : tablas, gráficas ; 23 cmContent type:- Texto
- Sin mediación
- Volumen
- 0198773137
- 330.015195 B18b 21
- B23
Item type | Home library | Call number | Status | Notes | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|
LIBRO FISICO | Biblioteca Principal | 330.015195 B18b (Browse shelf(Opens below)) | Checked out | Mantener en colección. | 2022-10-31 | 29004018998764 |
Incluye referencias bibliográficas (páginas 323-339) e índice.
1. Decision theory and Bayesian inference -- 2. Bayesian statistics and linear regression -- 3. Methods of numerical integration -- 4. Prior densities for the regression model -- 5. Dynamic regression models -- 6. Bayesian unit roots -- 7. Heteroskedasticity and ARCH -- 8. Nonlinear tome series models -- 9. Systems of equations -- A. Probability distributions ; B. Generating Random numbers.
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