Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics)

Acknowledged authors Bauwens, Luc, Lubrano, Michel, Richard, Jean-François wrote Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) comprising 366 pages back in 2000. Textbook and eTextbook are published under ISBN 0198773137 and 9780198773139. Since then Bayesian Inference in Dynamic Econometric Models (Advanced Texts in Econometrics) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

This book offers an up-to-date coverage of the basic principles and tools of 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, and the long available analytical results of Bayesian inference for linear regression models.