Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information

By Jeffrey H. Dorfman

Book Overview

The aim of this book is to provide researchers in economics, finance, and statistics with an up-to-date introduction to applying Bayesian techniques to empirical studies. It covers the full range of the new numerical techniques which have been developed over the last thirty years, notably: Monte Carlo sampling, antithetic replication, importance sampling, and Gibbs sampling.

• Format: Hardcover
• Language: English
• ISBN: 0387982337
• ISBN13: 9780387982335
• Release Date: July 1997
• Publisher: Springer
• Length: 110 Pages
• Weight: 0.74 lbs.
• Dimensions: 0.5" x 6.4" x 9.6"