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Cambridge University Press Cambridge Bayesian Econometric Methods - 2nd Edition Book
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Description
Key Features
This Cambridge University Press textbook examines the core principles of Bayesian inference through theoretical and applied questions.
The second edition includes extensive coverage of models used in macroeconomics and finance, such as ARCH and GARCH models.
Learn to navigate state space and unobserved components models through detailed solutions provided in the text.
New exercises are included to help students master Gibbs sampling and Markov Chain Monte Carlo (MCMC) methods.
The content covers a variety of specifications including regression-based and hierarchical models for econometric analysis.
Product Specifications
- Format
- hardcover
- ASIN
- 1108423388
- Domain
- Amazon UK
- Release Date
- 15 August 2019
- Listed Since
- 08 February 2019
Barcode
No barcode data available
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