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URL :  Applied Bayesian Econometrics for Central Bankers
Author : A. Blake - H. Mumtaz
Detail : eBook Edition: 2012

The aim of this handbook is to introduce key topics in Bayesian econometrics from an applied perspective.

The handbook assumes that readers have a fair grasp of basic classical econometrics (e.g. maximum likelihood estimation). It is recommended that readers familiarize themselves with the Matlab© programming language to derive the maximum benefit from this handbook.

eBook Contents

A Practical Introduction to Gibbs Sampling (Gibbs Sampling for Linear Regression Models, Gibbs Sampling for Vector Autoregressions , Gibbs Sampling for state space models) - The Metropolis Hastings algorithm (An introduction to the  Metropolis Hastings Algorithm) - Bibliography

eBook License: Copyrighted (Personal Use Only) 

Free PDF eBook - 6.34 Mb - 168 pages
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