The Oxford Handbook Of Bayesian Econometrics PDF Download
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| Author | : John Geweke |
| Publisher | : Oxford University Press |
| Total Pages | : 576 |
| Release | : 2011-09-29 |
| Genre | : Business & Economics |
| ISBN | : 0191618268 |
Download The Oxford Handbook of Bayesian Econometrics Book in PDF, ePub and Kindle
Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing. It reviews the state of the art in Bayesian econometric methodology, with chapters on posterior simulation and Markov chain Monte Carlo methods, Bayesian nonparametric techniques, and the specialized tools used by Bayesian time series econometricians such as state space models and particle filtering. It also includes chapters on Bayesian principles and methodology.
| Author | : Anthony O' Hagan |
| Publisher | : OUP Oxford |
| Total Pages | : 924 |
| Release | : 2010-03-18 |
| Genre | : Mathematics |
| ISBN | : 0191613894 |
Download The Oxford Handbook of Applied Bayesian Analysis Book in PDF, ePub and Kindle
Bayesian analysis has developed rapidly in applications in the last two decades and research in Bayesian methods remains dynamic and fast-growing. Dramatic advances in modelling concepts and computational technologies now enable routine application of Bayesian analysis using increasingly realistic stochastic models, and this drives the adoption of Bayesian approaches in many areas of science, technology, commerce, and industry. This Handbook explores contemporary Bayesian analysis across a variety of application areas. Chapters written by leading exponents of applied Bayesian analysis showcase the scientific ease and natural application of Bayesian modelling, and present solutions to real, engaging, societally important and demanding problems. The chapters are grouped into five general areas: Biomedical & Health Sciences; Industry, Economics & Finance; Environment & Ecology; Policy, Political & Social Sciences; and Natural & Engineering Sciences, and Appendix material in each touches on key concepts, models, and techniques of the chapter that are also of broader pedagogic and applied interest.
| Author | : Joshua Chan |
| Publisher | : Cambridge University Press |
| Total Pages | : 491 |
| Release | : 2019-08-15 |
| Genre | : Business & Economics |
| ISBN | : 1108423388 |
Download Bayesian Econometric Methods Book in PDF, ePub and Kindle
Illustrates Bayesian theory and application through a series of exercises in question and answer format.
| Author | : Jeffrey Racine |
| Publisher | : Oxford University Press |
| Total Pages | : 562 |
| Release | : 2014-04 |
| Genre | : Business & Economics |
| ISBN | : 0199857946 |
Download The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics Book in PDF, ePub and Kindle
This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.
| Author | : Badi Hani Baltagi |
| Publisher | : Oxford Handbooks |
| Total Pages | : 705 |
| Release | : 2015 |
| Genre | : Business & Economics |
| ISBN | : 0199940045 |
Download The Oxford Handbook of Panel Data Book in PDF, ePub and Kindle
Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.
| Author | : Janet M. Box-Steffensmeier |
| Publisher | : Oxford Handbooks of Political |
| Total Pages | : 880 |
| Release | : 2008 |
| Genre | : Philosophy |
| ISBN | : 9780199286546 |
Download The Oxford Handbook of Political Methodology Book in PDF, ePub and Kindle
The Oxford Handbooks of Political Science are the essential guide to the state of political science today. With engaging contributions from major international scholars The Oxford Handbook of Political Methodology provides the key point of reference for anyone working throughout the discipline.
| Author | : Michael P. Clements |
| Publisher | : OUP USA |
| Total Pages | : 732 |
| Release | : 2011-07-08 |
| Genre | : Business & Economics |
| ISBN | : 0195398645 |
Download The Oxford Handbook of Economic Forecasting Book in PDF, ePub and Kindle
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
| Author | : Keith J. Holyoak |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 865 |
| Release | : 2013-05-23 |
| Genre | : Psychology |
| ISBN | : 0199313792 |
Download The Oxford Handbook of Thinking and Reasoning Book in PDF, ePub and Kindle
The Oxford Handbook of Thinking and Reasoning brings together the contributions of many of the leading researchers in thinking and reasoning to create the most comprehensive overview of research on thinking and reasoning that has ever been available.
| Author | : Luc Bauwens |
| Publisher | : Oxford University Press |
| Total Pages | : 370 |
| Release | : 1999 |
| Genre | : Business & Economics |
| ISBN | : 0198773137 |
Download Bayesian Inference in Dynamic Econometric Models Book in PDF, ePub and Kindle
This book contains an up-to-date coverage of the last twenty years advances in 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 basedon simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditionalheteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
| Author | : Mauro Bernardi |
| Publisher | : MDPI |
| Total Pages | : 146 |
| Release | : 2020-12-28 |
| Genre | : Business & Economics |
| ISBN | : 3039437852 |
Download Bayesian Econometrics Book in PDF, ePub and Kindle
Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, models, parameters and parameter restriction uncertainties, in a unified and coherent framework. This book contributes to this literature by collecting a set of carefully evaluated contributions that are grouped amongst two topics in financial economics. The first three papers refer to macro-finance issues for real economy, including the elasticity of factor substitution (ES) in the Cobb–Douglas production function, the effects of government public spending components, and quantitative easing, monetary policy and economics. The last three contributions focus on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic discussion and their importance has only been further emphasized by the COVID-19 crisis.
