Könyv Recent Developments in Bayesian Econometrics and Their Applications Pär Österholm

Recent Developments in Bayesian Econometrics and Their Applications

Szerző: Pär Österholm
Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
66 204 Ft
The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlss...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2025
oldal
240
EAN
9783032001092
ISBN
3032001099
Enbook ID
49742255
Súly
508
Méretek
155 x 235

Teljes leírás

The original contributions on Bayesian econometrics gathered in this book pay tribute to Sune Karlsson, celebrating his significant work in time series econometrics and its applications in macroeconomics and finance. The volume consists of both methodological and empirical studies by leading experts in the field, with particular attention paid to Bayesian vector autoregressive (VAR) models and forecasting. It addresses forecasting with Bayesian VARs as a research field, mixed-frequency and high-dimensional Bayesian VARs, various forms of Bayesian VARs with stochastic volatility, forecast combination, analysis of time-varying parameter models in the frequency domain, and portfolio analysis in a Bayesian framework. Presenting cutting-edge research and providing valuable insights into the field of Bayesian econometrics, the book will appeal to researchers, practitioners in the banking sector, and government authorities.

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