The Oxford Handbook Of Bayesian Econometrics
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The Oxford Handbook Of Bayesian Econometrics
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Author : John Geweke
language : en
Publisher: Oxford University Press, USA
Release Date : 2011-09-29
The Oxford Handbook Of Bayesian Econometrics written by John Geweke and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-29 with Business & Economics categories.
A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.
The Oxford Handbook Of Bayesian Econometrics
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Author : John Geweke
language : en
Publisher:
Release Date : 2011
The Oxford Handbook Of Bayesian Econometrics written by John Geweke and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Bayesian statistical decision theory categories.
This handbook is aimed at 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 Oxford Handbook Of Bayesian Econometrics
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Author : John Geweke
language : en
Publisher: Oxford University Press
Release Date : 2011-09-29
The Oxford Handbook Of Bayesian Econometrics written by John Geweke and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-29 with Business & Economics categories.
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.
The Oxford Handbook Of Applied Bayesian Analysis
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Author : Anthony O' Hagan
language : en
Publisher: OUP Oxford
Release Date : 2010-03-18
The Oxford Handbook Of Applied Bayesian Analysis written by Anthony O' Hagan and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-18 with Mathematics categories.
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.
Bayesian Econometric Modelling For Big Data
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Author : Hang Qian
language : en
Publisher: CRC Press
Release Date : 2025-06-20
Bayesian Econometric Modelling For Big Data written by Hang Qian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-06-20 with Mathematics categories.
This book delves into scalable Bayesian statistical methods designed to tackle the challenges posed by big data. It explores a variety of divide-and-conquer and subsampling techniques, seamlessly integrating these scalable methods into a broad spectrum of econometric models. In addition to its focus on big data, the book introduces novel concepts within traditional statistics, such as the summation, subtraction, and multiplication of conjugate distributions. These arithmetic operators conceptualize pseudo data in the conjugate prior, sufficient statistics that determine the likelihood, and the posterior as a balance between data and prior information, adding an intriguing dimension to Bayesian analysis. This book also offers a deep dive into Bayesian computation. Given the intricacies of floating-point representation of real numbers, computer programs can sometimes yield unexpected or theoretically impossible results. Drawing from his experience as a senior statistical software developer, the author shares valuable strategies for designing numerically stable algorithms. The book is an essential resource for a diverse audience: graduate students seeking foundational knowledge in Bayesian econometric models, early-career statisticians eager to explore cutting-edge advancements in scalable Bayesian methods, data analysts struggling with out-of-memory challenges in large datasets, and statistical software users and developers striving to program with efficiency and numerical stability.
Handbook Of Research Methods And Applications In Empirical Macroeconomics
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Author : Nigar Hashimzade
language : en
Publisher: Edward Elgar Publishing
Release Date : 2013-01-01
Handbook Of Research Methods And Applications In Empirical Macroeconomics written by Nigar Hashimzade and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-01-01 with Business & Economics categories.
This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading. Topics covered include unit roots, non-linearities and structural breaks, time aggregation, forecasting, the Kalman filter, generalised method of moments, maximum likelihood and Bayesian estimation, vector autoregressive, dynamic stochastic general equilibrium and dynamic panel models. Presenting the most important models and techniques for empirical research, this Handbook will appeal to students, researchers and academics working in empirical macro and econometrics.
The Oxford Handbook Of Applied Bayesian Analysis
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Author : Anthony O' Hagan
language : en
Publisher: OUP Oxford
Release Date : 2010-03-18
The Oxford Handbook Of Applied Bayesian Analysis written by Anthony O' Hagan and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-18 with Mathematics categories.
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.
Handbook Of Econometrics
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Author :
language : en
Publisher: Elsevier
Release Date : 2020-11-25
Handbook Of Econometrics written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-25 with Business & Economics categories.
Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to unimaginable places. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new subfields now sufficiently mature to require sophisticated literature summaries. - Presents a broader and more comprehensive view of this expanding field than any other handbook - Emphasizes the connection between econometrics and economics - Highlights current topics for which no good summaries exist
Bayesian Econometric Methods
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Author : Joshua Chan
language : en
Publisher: Cambridge University Press
Release Date : 2019-08-15
Bayesian Econometric Methods written by Joshua Chan and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-15 with Business & Economics categories.
Illustrates Bayesian theory and application through a series of exercises in question and answer format.
A History Of Econometrics
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Author : Duo Qin
language : en
Publisher: OUP Oxford
Release Date : 2013-07-25
A History Of Econometrics written by Duo Qin and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-07-25 with Business & Economics categories.
Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on original research, it focuses on the reformists' movement and schools of thought and practices that attempted a paradigm shift in econometrics in the 1970s and 1980s. It describes the formation and consolidation of the Cowles Commission (CC) paradigm and traces and analyses the three major methodological attempts to resolve problems involved in model choice and specification of the CC paradigm. These attempts have reoriented the focus of econometric research from internal questions (how to optimally estimate a priori given structural parameters) to external questions (how to choose, design, and specify models). It also examines various modelling issues and problems through two case studies - modelling the Phillips curve and business cycles. The third part of the book delves into the development of three key aspects of model specification in detail - structural parameters, error terms, and model selection and design procedures. The final chapter uses citation analyses to study the impact of the CC paradigm over the span of three and half decades (1970-2005). The citation statistics show that the impact has remained extensive and relatively strong in spite of certain weakening signs. It implies that the reformative attempts have fallen short of causing a paradigm shift.