Bayesian Econometrics with Stan

1. Auflage 2020
ISBN: 978-1-138-62651-5
Verlag: Taylor & Francis Ltd

Buch, Englisch, 500 Seiten, Format (B × H): 178 mm x 254 mm

This book provides an overview of Bayesian econometric models both for students/young researchers who are learning these models for the first time, and for more experienced researchers who would like to use the models in a Bayesian framework. The book is written so as to be accessible to these dual audiences, and is filled with illustrative worked examples using real data. The book uses Stan - developed by all but one of the authors - to implement the models. Stan is a powerful and flexible probabilistic programming language that can handle the very complex models found in econometrics.

Autoren/Hrsg.

Savage, James

Gelman, Andrew

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik
• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines

Inhaltsverzeichnis

Introduction

An illustration of Bayesian Workflow with a simple linear model

Causal Inference

Discrete Choice

An introduction to forecasting

The Lucas critique and structural macroeconomic modelling

Portfolio risk management in an uncertain environment