The Oxford Handbook of Bayesian Econometrics
The Oxford Handbook of Bayesian Econometrics

Author: John Geweke

Publisher: Oxford University Press

Published: 2011-09-29

Total Pages: 576

ISBN-13: 0191618268

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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
The Oxford Handbook of Applied Bayesian Analysis

Author: Anthony O' Hagan

Publisher: OUP Oxford

Published: 2010-03-18

Total Pages: 924

ISBN-13: 0191613894

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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
Bayesian Econometric Methods

Author: Joshua Chan

Publisher: Cambridge University Press

Published: 2019-08-15

Total Pages: 491

ISBN-13: 1108423388

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

The Oxford Handbook of Bayesian Econometrics
The Oxford Handbook of Bayesian Econometrics

Author: John Geweke

Publisher: Oxford University Press, USA

Published: 2011-09-29

Total Pages: 571

ISBN-13: 0199559082

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A broad coverage of the application of Bayesian econometrics in the major fields of economics and related disciplines, including macroeconomics, microeconomics, finance, and marketing.

Bayesian Inference in Dynamic Econometric Models
Bayesian Inference in Dynamic Econometric Models

Author: Luc Bauwens

Publisher: OUP Oxford

Published: 2000-01-06

Total Pages: 370

ISBN-13: 0191588466

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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 based on 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 conditional heteroskedastic 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 Thinking and Reasoning
The Oxford Handbook of Thinking and Reasoning

Author: Keith J. Holyoak

Publisher: Oxford University Press, USA

Published: 2013-05-23

Total Pages: 865

ISBN-13: 0199313792

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The Oxford Handbook of Thinking and Reasoning brings together the contributions of many of the leading researchers in thinking and reasoning to create the most comprehensive overview of research on thinking and reasoning that has ever been available.

The Oxford Handbook of Political Methodology
The Oxford Handbook of Political Methodology

Author: Janet M. Box-Steffensmeier

Publisher: Oxford Handbooks of Political

Published: 2008

Total Pages: 880

ISBN-13: 9780199286546

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The Oxford Handbooks of Political Science are the essential guide to the state of political science today. With engaging contributions from major international scholars The Oxford Handbook of Political Methodology provides the key point of reference for anyone working throughout the discipline.

Bayesian Econometrics
Bayesian Econometrics

Author: Mauro Bernardi

Publisher: MDPI

Published: 2020-12-28

Total Pages: 146

ISBN-13: 3039437852

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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.

Oxford Handbook of Medical Statistics
Oxford Handbook of Medical Statistics

Author: Janet Peacock

Publisher: Oxford University Press

Published: 2011

Total Pages: 540

ISBN-13: 0199551286

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The majority of medical research involves quantitative methods and so it is essential to be able to understand and interpret statistics. This book shows readers how to develop the skills required to critically appraise research evidence effectively, and how to conduct research and communicate their findings.

Contemporary Bayesian Econometrics and Statistics
Contemporary Bayesian Econometrics and Statistics

Author: John Geweke

Publisher: John Wiley & Sons

Published: 2005-10-03

Total Pages: 322

ISBN-13: 0471744727

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Tools to improve decision making in an imperfect world This publication provides readers with a thorough understanding of Bayesian analysis that is grounded in the theory of inference and optimal decision making. Contemporary Bayesian Econometrics and Statistics provides readers with state-of-the-art simulation methods and models that are used to solve complex real-world problems. Armed with a strong foundation in both theory and practical problem-solving tools, readers discover how to optimize decision making when faced with problems that involve limited or imperfect data. The book begins by examining the theoretical and mathematical foundations of Bayesian statistics to help readers understand how and why it is used in problem solving. The author then describes how modern simulation methods make Bayesian approaches practical using widely available mathematical applications software. In addition, the author details how models can be applied to specific problems, including: * Linear models and policy choices * Modeling with latent variables and missing data * Time series models and prediction * Comparison and evaluation of models The publication has been developed and fine- tuned through a decade of classroom experience, and readers will find the author's approach very engaging and accessible. There are nearly 200 examples and exercises to help readers see how effective use of Bayesian statistics enables them to make optimal decisions. MATLAB? and R computer programs are integrated throughout the book. An accompanying Web site provides readers with computer code for many examples and datasets. This publication is tailored for research professionals who use econometrics and similar statistical methods in their work. With its emphasis on practical problem solving and extensive use of examples and exercises, this is also an excellent textbook for graduate-level students in a broad range of fields, including economics, statistics, the social sciences, business, and public policy.