Advanced Search
MyIDEAS: Login

The Oxford Handbook of Bayesian Econometrics

Contents:

Editor Info

  • Geweke, John
    (Distinguished Research Professor, University of Technology Sydney; Research Professor, University of Colorado)
  • Koop, Gary
    (Professor of Economics, University of Strathclyde)
  • van Dijk, Herman
    (Director of Tinbergen Institute and Professor of Econometrics at Econometric Institute, Erasmus University, Rotterdam)

Additional information is available for the following registered editor(s):

Abstract

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. Contributors to this volume - Greg Allenby, Ohio State University Gary Chamberlain, Harvard University Siddhartha Chib, Washington University in St Louis Marco Del Negro, Federal Reserve Bank of New York John Geweke, University of Technology Sydney Paolo Giordani, Swedish Central Bank. Jim Griffin, University of Kent Eric Jacquier, HEC Montreal Robert Kohn, University of New South Wales Gary Koop, University of Strathclyde Mingliang Li, State University of New York at Buffalo Michael Pitt, University of Warwick Dale J. Poirier, University of California, Irvine Nicholas G. Polson, Booth School of Business, University of Chicago Fernando Pontificia, Universidad Catolica de Chile Peter E. Rossi, UCLA Anderson School of Management Frank Schorfheide, University of Pennsylvania Mark F.J. Steel, University of Warwick Justin Tobias, Purdue University Herman van Dijk, Erasmus University Rotterdam

Download Info

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Bibliographic Info

as in new window
This book is provided by Oxford University Press in its series OUP Catalogue with number 9780199559084 and published in 2011.

ISBN: 9780199559084
Order: http://ukcatalogue.oup.com/product/9780199559084.do
Handle: RePEc:oxp:obooks:9780199559084

Contact details of provider:
Web page: http://www.oup.com/

Order Information:
Web: http://www.oup.com/

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:oxp:obooks:9780199559084. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Economics Book Marketing).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.