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The Oxford handbook of Bayesian econ...

Geweke, John.

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The Oxford handbook of Bayesian econometrics /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	The Oxford handbook of Bayesian econometrics // edited by John Geweke, Gary Koop and Herman van Dijk.
remainder title:	Bayesian econometrics.
other author:	Geweke, John.
Published:	Oxford ;Oxford University Press, : 2011.,
Description:	xi, 558 p. :ill. ;26 cm.
Subject:	Econometric models. -
ISBN:	9780199559084 (hbk.) :

The Oxford handbook of Bayesian econometrics /
The Oxford handbook of Bayesian econometrics /Bayesian econometrics.edited by John Geweke, Gary Koop and Herman van Dijk. - Oxford ;Oxford University Press,2011. - xi, 558 p. :ill. ;26 cm.

Includes bibliographical references and indexes.

Bayesian aspects of treatment choice /Gary Chamberlain -- Principles --

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.--Publisher's website.

ISBN: 9780199559084 (hbk.) :US150.00

LCCN: 2011934688Subjects--Topical Terms:

542933
Econometric models.

LC Class. No.: HB141 / .O94 2011

The Oxford handbook of Bayesian econometrics /
LDR:02501cam a2200193 a 4500 001 1289897
008 121105s2011 enka b 001 0 eng
010 $a 2011934688
020 $a 9780199559084 (hbk.) : $c US150.00
020 $a 0199559082 (hbk.)
035 $a LIB-BW-102-001
040 $a BTCTA $b eng
050 0 0 $a HB141 $b .O94 2011
245 0 4 $a The Oxford handbook of Bayesian econometrics / $c edited by John Geweke, Gary Koop and Herman van Dijk.
246 3 # $a Bayesian econometrics.
260 # $a Oxford ; $a New York : $b Oxford University Press, $c 2011.
300 $a xi, 558 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references and indexes.
505 0 # $g Principles -- $t Bayesian aspects of treatment choice / $r Gary Chamberlain -- $t Exchangeability, representation theorems, and subjectivity / $r Dale J. Poirier -- $g Methods -- $t Bayesian inference for time series state space models / $r Paolo Giordani, Michael Pitt, and Robert Kohn -- $t Flexible and nonparametric modeling / $r Jim Griffin, Fernando Quintana, and Mark Steel -- $t Introduction to simulation and MCMC methods / $r Siddhartha Chib -- $g Applications -- $t Bayesian methods in microeconometrics / $r Mingliang Li and Justin Tobias -- $t Bayesian macroeconometrics / $r Marco del Negro and Frank Schorfheide -- $t Bayesian applications in marketing / $r Peter Rossi and Greg Allenby -- $t Bayesian methods in finance / $r Eric Jacquier and Nicholas Polson.
520 # $a 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.--Publisher's website.
650 # 0 $a Econometric models. $3 542933
650 # 0 $a Bayesian statistical decision theory. $3 551404
700 1 # $a Geweke, John. $3 715067
700 1 # $a Koop, Gary. $3 744458
700 1 # $a Dijk, Herman K. van. $3 1623344