Bayesian inference in dynamic econometric models

Bayesian inference in dynamic econometric models

by Michel Lubrano, Jean-Francois Richard, Luc Bauwens

Part of ADVANCED TEXTS IN ECONOMETRICS

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Offering an up-to-date coverage of the basic principles and tools of Bayesian inference in economics, this textbook then shows how to use Bayesian methods in a range of models suited to the analysis of macroeconomic and financial time series.

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