The Oxford Handbook of Bayesian Econometrics

The Oxford Handbook of Bayesian Econometrics
Author: John Geweke
Publisher: Oxford University Press, USA
Total Pages: 571
Release: 2011-09-29
Genre: Business & Economics
ISBN: 0199559082

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 Statistics and New Generations

Bayesian Statistics and New Generations
Author: Raffaele Argiento
Publisher: Springer Nature
Total Pages: 184
Release: 2019-11-21
Genre: Mathematics
ISBN: 3030306119

This book presents a selection of peer-reviewed contributions to the fourth Bayesian Young Statisticians Meeting, BAYSM 2018, held at the University of Warwick on 2-3 July 2018. The meeting provided a valuable opportunity for young researchers, MSc students, PhD students, and postdocs interested in Bayesian statistics to connect with the broader Bayesian community. The proceedings offer cutting-edge papers on a wide range of topics in Bayesian statistics, identify important challenges and investigate promising methodological approaches, while also assessing current methods and stimulating applications. The book is intended for a broad audience of statisticians, and demonstrates how theoretical, methodological, and computational aspects are often combined in the Bayesian framework to successfully tackle complex problems.

The Contribution of Young Researchers to Bayesian Statistics

The Contribution of Young Researchers to Bayesian Statistics
Author: Ettore Lanzarone
Publisher: Springer Science & Business Media
Total Pages: 195
Release: 2013-11-22
Genre: Mathematics
ISBN: 3319020846

The first Bayesian Young Statisticians Meeting, BAYSM 2013, has provided a unique opportunity for young researchers, M.S. students, Ph.D. students, and post-docs dealing with Bayesian statistics to connect with the Bayesian community at large, exchange ideas, and network with scholars working in their field. The Workshop, which took place June 5th and 6th 2013 at CNR-IMATI, Milan, has promoted further research in all the fields where Bayesian statistics may be employed under the guidance of renowned plenary lecturers and senior discussants. A selection of the contributions to the meeting and the summary of one of the plenary lectures compose this volume.

Handbook of Financial Time Series

Handbook of Financial Time Series
Author: Torben Gustav Andersen
Publisher: Springer Science & Business Media
Total Pages: 1045
Release: 2009-04-21
Genre: Business & Economics
ISBN: 3540712976

The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.

Bayesian Hierarchical Models

Bayesian Hierarchical Models
Author: Peter D. Congdon
Publisher: CRC Press
Total Pages: 487
Release: 2019-09-16
Genre: Mathematics
ISBN: 0429532903

An intermediate-level treatment of Bayesian hierarchical models and their applications, this book demonstrates the advantages of a Bayesian approach to data sets involving inferences for collections of related units or variables, and in methods where parameters can be treated as random collections. Through illustrative data analysis and attention to statistical computing, this book facilitates practical implementation of Bayesian hierarchical methods. The new edition is a revision of the book Applied Bayesian Hierarchical Methods. It maintains a focus on applied modelling and data analysis, but now using entirely R-based Bayesian computing options. It has been updated with a new chapter on regression for causal effects, and one on computing options and strategies. This latter chapter is particularly important, due to recent advances in Bayesian computing and estimation, including the development of rjags and rstan. It also features updates throughout with new examples. The examples exploit and illustrate the broader advantages of the R computing environment, while allowing readers to explore alternative likelihood assumptions, regression structures, and assumptions on prior densities. Features: Provides a comprehensive and accessible overview of applied Bayesian hierarchical modelling Includes many real data examples to illustrate different modelling topics R code (based on rjags, jagsUI, R2OpenBUGS, and rstan) is integrated into the book, emphasizing implementation Software options and coding principles are introduced in new chapter on computing Programs and data sets available on the book’s website

Macroeconomic Forecasting in the Era of Big Data

Macroeconomic Forecasting in the Era of Big Data
Author: Peter Fuleky
Publisher: Springer Nature
Total Pages: 716
Release: 2019-11-28
Genre: Business & Economics
ISBN: 3030311503

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships among variables; how to select parsimonious models; how to deal with model uncertainty, instability, non-stationarity, and mixed frequency data; and how to evaluate forecasts, among others. Each chapter is self-contained with references, and provides solid background information, while also reviewing the latest advances in the field. Accordingly, the book offers a valuable resource for researchers, professional forecasters, and students of quantitative economics.

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
Author: Gary Koop
Publisher: Now Publishers Inc
Total Pages: 104
Release: 2010
Genre: Business & Economics
ISBN: 160198362X

Bayesian Multivariate Time Series Methods for Empirical Macroeconomics provides a survey of the Bayesian methods used in modern empirical macroeconomics. These models have been developed to address the fact that most questions of interest to empirical macroeconomists involve several variables and must be addressed using multivariate time series methods. Many different multivariate time series models have been used in macroeconomics, but Vector Autoregressive (VAR) models have been among the most popular. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics reviews and extends the Bayesian literature on VARs, TVP-VARs and TVP-FAVARs with a focus on the practitioner. The authors go beyond simply defining each model, but specify how to use them in practice, discuss the advantages and disadvantages of each and offer tips on when and why each model can be used.

Proceedings of COMPSTAT'2010

Proceedings of COMPSTAT'2010
Author: Yves Lechevallier
Publisher: Springer Science & Business Media
Total Pages: 627
Release: 2010-11-08
Genre: Computers
ISBN: 3790826049

Proceedings of the 19th international symposium on computational statistics, held in Paris august 22-27, 2010.Together with 3 keynote talks, there were 14 invited sessions and more than 100 peer-reviewed contributed communications.

Linear and Non-Linear Financial Econometrics

Linear and Non-Linear Financial Econometrics
Author: Mehmet Terzioğlu
Publisher: BoD – Books on Demand
Total Pages: 339
Release: 2021-03-17
Genre: Business & Economics
ISBN: 1839624868

The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.