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Recent Developments in Bayesian Econometrics and Their Applications - STEPAN MAZUR - PÄR ÖSTERHOLM

Recent Developments in Bayesian Econometrics and Their Applications

Publisher title : Recent Developments in Bayesian Econometrics and Their Applicati

STEPAN MAZUR
PÄR ÖSTERHOLM

 
$277.87
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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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Price: $277.87
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Author:  STEPAN MAZUR
PÄR ÖSTERHOLM
Title: Recent Developments in Bayesian Econometrics and Their Applications
Release date: October 2025
Editor: LIVRES NUMÉRIQUES DIVERS
Subject: NUL DIVERS
ISBN: 9783032001108 (3032001102)
Renaud-Bray Reference: 4526574
Item nb: 4526574
Digital rights
Format: PDF
Availability : Canada, other authorized countries.
Digital Rights Management : Adobe DRM
Numeric warehouse : NUMILOG
Number of authorized devices: 3
Number of copy-and-pastes: 0
Print: 0

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