Bayesian Inference in Dynamic Econometric Models (Record no. 95)

000 -LEADER
fixed length control field 01600nam a2200265Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field DE-boiza
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20191029110128.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 190909
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0-19-877313-7s
040 ## - CATALOGING SOURCE
Transcribing agency IZA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Bauwens, Luc
9 (RLIN) 260
Personal name Lubrano, Michel
9 (RLIN) 261
Personal name Richard, Jean François
9 (RLIN) 262
245 #0 - TITLE STATEMENT
Title Bayesian Inference in Dynamic Econometric Models
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2000
Name of publisher, distributor, etc. Oxford University Press,
Place of publication, distribution, etc. New York, NY [u.a.],
300 ## - PHYSICAL DESCRIPTION
Extent 350 pages
340 ## - PHYSICAL MEDIUM
Location within medium C1 55
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Advanced Texts in Econometrics
9 (RLIN) 4744
520 ## - SUMMARY, ETC.
Summary, etc. This book contains an up-to-date coverage of the last twenty years of advances in 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 (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non-linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Bayesian inference
9 (RLIN) 265
Source of heading or term econometrics
Topical term or geographic name entry element econometric model
9 (RLIN) 266
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780198773122.001.0001/acprof-9780198773122">https://www.oxfordscholarship.com/view/10.1093/acprof:oso/9780198773122.001.0001/acprof-9780198773122</a>
Link text Publisher's website
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Monography
Source of classification or shelving scheme
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Full call number Barcode Date last seen Price effective from Koha item type
        Library Library 2019-09-12 C1 55 47012 2019-09-12 2019-09-12 Monography
Deutsche Post Stiftung
 
Istitute of Labor Economics
 
Behavior and Inequality Research Institute
 
Institute for Environment & Sustainability
 

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