Bayesian Economics through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information
数值方法下的贝叶斯经济学:利用先验信息开展计量分析与决策
Theory and Basics.- A Quick Course in Bayesian Statistics and Decision Theory.- New Advances in Numerical Bayesian Techniques.- Applications in Econometrics.- Imposing Economic Theory.- Studying Parameters of Interest.- Unit Root and Cointegration Tests.- Model Specification Uncertainty.- Forecasting.- More Realistic Models Through Numerical Methods.- Applications to Economic Decision Making.- Decision Theory Applications.