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 |
|