abstract = "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. ",
keywords = "econometrics, bayesian econometrics, state space models", editor = "John Geweke and Gary Koop andGeweke, J , Koop, G & van Dijk, H (eds) 2011, The Oxford Handbook of Bayesian Econometrics . Oxford Handbooks in Economics , Oxford University Press.
The Oxford Handbook of Bayesian Econometrics. / Geweke, John (Editor) ; Koop, Gary (Editor) ; van Dijk, Herman (Editor).
Oxford University Press, 2011. 576 p. (Oxford Handbooks in Economics ).
Research output : Book/Report › Book
T1 - The Oxford Handbook of Bayesian Econometrics
A2 - Geweke, John
A2 - van Dijk, Herman
N2 - 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.
AB - 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.
KW - bayesian econometrics
KW - state space models
T3 - Oxford Handbooks in Economics
BT - The Oxford Handbook of Bayesian Econometrics
PB - Oxford University Press
Geweke J, (ed.) , Koop G, (ed.) , van Dijk H, (ed.). The Oxford Handbook of Bayesian Econometrics . Oxford University Press, 2011. 576 p. (Oxford Handbooks in Economics ).
