Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Foundations and Trends(r) in Econometrics)
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.
yazar | Gary Koop |
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Boyutlar ve boyutlar | 15,6 x 0,6 x 23,4 cm |
Tarafından yayınlandı | 20 Haziran 2010 |
WADE H MCCREE 18,9 x 0,4 x 24,6 cm ROBERT H BORK 30 Ekim 2011 Mdpi AG 18,9 x 0,6 x 24,6 cm ERWIN N GRISWOLD 1 Ocak 2017 3 Ocak 2017 28 Şubat 2018 Kolektif 18,9 x 0,3 x 24,6 cm 29 Ekim 2011 18,9 x 0,5 x 24,6 cm 15,6 x 0,6 x 23,4 cm 18,9 x 0,2 x 24,6 cm Additional Contributors 28 Ekim 2011
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Sürüm ayrıntıları
yazar | Gary Koop Dimitris Korobilis |
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isbn 10 | 160198362X |
isbn 13 | 978-1601983626 |
Yayımcı | Now Publishers Inc |
Dilim | İngilizce |
Boyutlar ve boyutlar | 15,6 x 0,6 x 23,4 cm |
Tarafından yayınlandı Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Foundations and Trends(r) in Econometrics) | 20 Haziran 2010 |
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