The Oxford Handbook Of Bayesian Econometrics

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The Oxford Handbook of Bayesian Econometrics

John Geweke,Gary Koop,Herman van Dijk
The Oxford Handbook of Bayesian Econometrics Book PDF

Author : John Geweke,Gary Koop,Herman van Dijk
Publisher : Oxford University Press
Page : 576 pages
File Size : 46,6 Mb
Release : 2011-09-29
Category : Business & Economics
ISBN : 9780191618260

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The Oxford Handbook of Bayesian Econometrics by John Geweke,Gary Koop,Herman van Dijk Pdf

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

Anthony O' Hagan,Mike West
The Oxford Handbook of Applied Bayesian Analysis Book PDF

Author : Anthony O' Hagan,Mike West
Publisher : OUP Oxford
Page : 928 pages
File Size : 48,7 Mb
Release : 2010-03-18
Category : Mathematics
ISBN : 9780191582820

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The Oxford Handbook of Applied Bayesian Analysis by Anthony O' Hagan,Mike West Pdf

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 Methods

Joshua Chan,Gary Koop,Dale J. Poirier,Justin L. Tobias
Bayesian Econometric Methods Book PDF

Author : Joshua Chan,Gary Koop,Dale J. Poirier,Justin L. Tobias
Publisher : Cambridge University Press
Page : 491 pages
File Size : 49,7 Mb
Release : 2019-08-15
Category : Business & Economics
ISBN : 9781108423380

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Bayesian Econometric Methods by Joshua Chan,Gary Koop,Dale J. Poirier,Justin L. Tobias Pdf

Illustrates Bayesian theory and application through a series of exercises in question and answer format.

The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics

Jeffrey Racine,Liangjun Su,Aman Ullah
The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics Book PDF

Author : Jeffrey Racine,Liangjun Su,Aman Ullah
Publisher : Oxford University Press
Page : 562 pages
File Size : 42,8 Mb
Release : 2014-04
Category : Business & Economics
ISBN : 9780199857944

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The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics by Jeffrey Racine,Liangjun Su,Aman Ullah Pdf

This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical methods for nonparametric and semiparametric procedures.

The Oxford Handbook of Panel Data

Badi Hani Baltagi
The Oxford Handbook of Panel Data Book PDF

Author : Badi Hani Baltagi
Publisher : Oxford Handbooks
Page : 705 pages
File Size : 41,8 Mb
Release : 2015
Category : Business & Economics
ISBN : 9780199940042

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The Oxford Handbook of Panel Data by Badi Hani Baltagi Pdf

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.

The Oxford Handbook of Economic Forecasting

Michael P. Clements,David F. Hendry
The Oxford Handbook of Economic Forecasting Book PDF

Author : Michael P. Clements,David F. Hendry
Publisher : OUP USA
Page : 732 pages
File Size : 55,5 Mb
Release : 2011-07-08
Category : Business & Economics
ISBN : 9780195398649

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The Oxford Handbook of Economic Forecasting by Michael P. Clements,David F. Hendry Pdf

Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

Bayesian Inference in Dynamic Econometric Models

Luc Bauwens,Michel Lubrano,Jean-François Richard
Bayesian Inference in Dynamic Econometric Models Book PDF

Author : Luc Bauwens,Michel Lubrano,Jean-François Richard
Publisher : Oxford University Press
Page : 370 pages
File Size : 41,6 Mb
Release : 1999
Category : Business & Economics
ISBN : 9780198773139

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Bayesian Inference in Dynamic Econometric Models by Luc Bauwens,Michel Lubrano,Jean-François Richard Pdf

This book contains an up-to-date coverage of the last twenty years advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques basedon simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditionalheteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.

The Oxford Handbook of Quantitative Asset Management

Bernd Scherer,Kenneth Winston,Kenneth James Winston
The Oxford Handbook of Quantitative Asset Management Book PDF

Author : Bernd Scherer,Kenneth Winston,Kenneth James Winston
Publisher : Oxford University Press
Page : 530 pages
File Size : 44,8 Mb
Release : 2012
Category : Business & Economics
ISBN : 9780199553433

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The Oxford Handbook of Quantitative Asset Management by Bernd Scherer,Kenneth Winston,Kenneth James Winston Pdf

This book explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.

Introduction to Bayesian Econometrics

Edward Greenberg
Introduction to Bayesian Econometrics Book PDF

Author : Edward Greenberg
Publisher : Cambridge University Press
Page : 271 pages
File Size : 44,7 Mb
Release : 2013
Category : Business & Economics
ISBN : 9781107015319

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Introduction to Bayesian Econometrics by Edward Greenberg Pdf

This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is examined to show how analytical methods may fail in the derivation of marginal posterior distributions. The remainder of the book is concerned with applications of the theory to important models that are used in economics, political science, biostatistics and other applied fields. New to the second edition is a chapter on semiparametric regression and new sections on the ordinal probit, item response, factor analysis, ARCH-GARCH and stochastic volatility models. The new edition also emphasizes the R programming language.

Bayesian Econometrics

Gary Koop
Bayesian Econometrics Book PDF

Author : Gary Koop
Publisher : Wiley-Interscience
Page : 382 pages
File Size : 48,5 Mb
Release : 2003
Category : Business & Economics
ISBN : UCSC:32106018258399

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Bayesian Econometrics by Gary Koop Pdf

Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with panel data), time series models, models for qualitative or censored data, nonparametric methods and Bayesian model averaging. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Handbook of Research Methods and Applications in Empirical Macroeconomics

Nigar Hashimzade,Michael A. Thornton
Handbook of Research Methods and Applications in Empirical Macroeconomics Book PDF

Author : Nigar Hashimzade,Michael A. Thornton
Publisher : Edward Elgar Publishing
Page : 627 pages
File Size : 41,8 Mb
Release : 2013-01-01
Category : Business & Economics
ISBN : 9780857931023

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Handbook of Research Methods and Applications in Empirical Macroeconomics by Nigar Hashimzade,Michael A. Thornton Pdf

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.

Bayesian Econometrics

Mauro Bernardi,Stefano Grassi,Francesco Ravazzolo
Bayesian Econometrics Book PDF

Author : Mauro Bernardi,Stefano Grassi,Francesco Ravazzolo
Publisher : MDPI
Page : 146 pages
File Size : 50,8 Mb
Release : 2020-12-28
Category : Business & Economics
ISBN : 9783039437856

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Bayesian Econometrics by Mauro Bernardi,Stefano Grassi,Francesco Ravazzolo Pdf

Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data, models, parameters and parameter restriction uncertainties, in a unified and coherent framework. This book contributes to this literature by collecting a set of carefully evaluated contributions that are grouped amongst two topics in financial economics. The first three papers refer to macro-finance issues for real economy, including the elasticity of factor substitution (ES) in the Cobb–Douglas production function, the effects of government public spending components, and quantitative easing, monetary policy and economics. The last three contributions focus on cryptocurrency and stock market predictability. All arguments are central ingredients in the current economic discussion and their importance has only been further emphasized by the COVID-19 crisis.

Handbook of Econometrics

Anonim
Handbook of Econometrics Book PDF

Author : Anonim
Publisher : Elsevier
Page : 594 pages
File Size : 46,6 Mb
Release : 2020-11-25
Category : Business & Economics
ISBN : 9780444636546

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Handbook of Econometrics by Anonim Pdf

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

Handbook of Econometrics

Zvi Griliches,Michael D. Intriligator
Handbook of Econometrics Book PDF

Author : Zvi Griliches,Michael D. Intriligator
Publisher : Elsevier
Page : 804 pages
File Size : 50,6 Mb
Release : 1983
Category : Econometrics
ISBN : 0444861858

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Handbook of Econometrics by Zvi Griliches,Michael D. Intriligator Pdf

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.

A History of Econometrics

Duo Qin
A History of Econometrics Book PDF

Author : Duo Qin
Publisher : OUP Oxford
Page : 258 pages
File Size : 49,6 Mb
Release : 2013-07-25
Category : Business & Economics
ISBN : 9780191668685

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A History of Econometrics by Duo Qin Pdf

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.