Bayesian Econometric Methods - Gary Koop,Dale J. Poirier,Joshua Chan
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Bayesian Econometric Methods examines principles of Bayesian inference by posing a series of theoretical and applied questions and providing detailed solutions to those questions. This second edition adds extensive coverage of models popular in finance and macroeconomics, including state space and unobserved components models, stochastic volatility models, ARCH, GARCH, and vector autoregressive models. The ... Full description
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Description
More Information
| Author | Gary Koop, Dale J. Poirier, Joshua Chan |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2019 |
| Cover type | Softcover |
| EAN | 9781108437493 |