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Bayesian Multivariate Time Series Methods for Empirical Macroeconomics - Foundations and Trends® in Econometrics
Gary Koop
Bayesian Multivariate Time Series Methods for Empirical Macroeconomics - Foundations and Trends® in Econometrics
Gary Koop
Provides a survey of the Bayesian methods used in modern empirical macroeconomics. The book reviews and extends the Bayesian literature on VARs, TVP-VARs and TVP-FAVARs with a focus on the practitioner. The authors go beyond simply defining each model, but specify how to use them in practice.
106 pages
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | June 20, 2010 |
ISBN13 | 9781601983626 |
Publishers | now publishers Inc |
Pages | 106 |
Dimensions | 158 × 232 × 6 mm · 158 g |
Language | English |
See all of Gary Koop ( e.g. Paperback Book )