The Oxford Handbook of Bayesian Econometrics (Oxford Handbooks)

Bayesian Econometric Methods Have Enjoyed An Increase In Popularity In Recent Years. Econometricians, Empirical Economists, And Policymakers Are Increasingly Making Use Of Bayesian Methods. This Handbook Is A Single Source For Researchers And Policymakers Wanting To Learn About Bayesian Methods In Specialized Fields, And For Graduate Students Seeking To Make The Final Step From Textbook Learning To The Research Frontier. It Contains Contributions By Leading Bayesians On The Latest Developments In Their Specific Fields Of Expertise. The Volume Provides Broad Coverage Of The Application Of Bayesian Econometrics In The Major Fields Of Economics And Related Disciplines, Including Macroeconomics, Microeconomics, Finance, And Marketing. It Reviews The State Of The Art In Bayesian Econometric Methodology, With Chapters On Posterior Simulation And Markov Chain Monte Carlo Methods, Bayesian Nonparametric Techniques, And The Specialized Tools Used By Bayesian Time Series Econometricians Such As State Space Models And Particle Filtering. It Also Includes Chapters On Bayesian Principles And Methodology.--publisher's Website. Bayesian Aspects Of Treatment Choice / Gary Chamberlain -- Exchangeability, Representation Theorems, And Subjectivity / Dale J. Poirier -- Bayesian Inference For Time Series State Space Models / Paolo Giordani, Michael Pitt, And Robert Kohn -- Flexible And Nonparametric Modeling / Jim Griffin, Fernando Quintana, And Mark Steel -- Introduction To Simulation And Mcmc Methods / Siddhartha Chib -- Bayesian Methods In Microeconometrics / Mingliang Li And Justin Tobias -- Bayesian Macroeconometrics / Marco Del Negro And Frank Schorfheide -- Bayesian Applications In Marketing / Peter Rossi And Greg Allenby -- Bayesian Methods In Finance / Eric Jacquier And Nicholas Polson. Edited By John Geweke, Gary Koop And Herman Van Dijk. Includes Bibliographical References And Indexes. Cover Contents List of Figures List of Tables List of Contributors Introduction PART I: PRINCIPLES 1. Bayesian Aspects of Treatment Choice 2. Exchangeability, Representation Theorems, and Subjectivity PART II: METHODS 3. Bayesian Inference for Time Series State Space Models 4. Flexible and Nonparametric Modeling 5. Introduction to Simulation and MCMC Methods PART III: APPLICATIONS 6. Bayesian Methods in Microeconometrics 7. Bayesian Macroeconometrics 8. Bayesian Applications in Marketing 9. Bayesian Methods in Finance Index of Names A B C D E F G H I J K L M N O P Q R S T U V W Y Z Index of Subjects A B C D E F G H I J K L M N O P Q R S T U V W This handbook is aimed at researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise