The Oxford Handbook of Bayesian Econometrics by John GewekeThe Oxford Handbook of Bayesian Econometrics by John Geweke

The Oxford Handbook of Bayesian Econometrics

EditorJohn Geweke, Gary Koop, Herman van Dijk

Paperback | October 20, 2013

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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 Bayesianmethods 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 posteriorsimulation 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.
John Geweke received his PhD in economics from the University of Minnesota. He has been Professor of economics/ statistics at the University of Wisconsin, Duke University, the University of Minnesota, and the University of Iowa. He is co-editor of Journal of Econometrics, past co-editor of Journal of Applied Econometrics, and past edit...
Title:The Oxford Handbook of Bayesian EconometricsFormat:PaperbackDimensions:576 pages, 9.69 × 6.73 × 0 inPublished:October 20, 2013Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0199681333

ISBN - 13:9780199681334

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Table of Contents

John Geweke, Gary Koop, and Herman van Dijk: IntroductionPart I: Principles1. Gary Chamberlain: Bayesian Aspects of Treatment Choice2. Dale Poirier: Exchangeability, Representation Theorems, and SubjectivityPart II: Methods3. Paolo Giordani, Michael Pitt, and Robert Kohn: Bayesian Inference for Time Series State Space Models4. Jim Griffin, Fernando Quintana, and Mark Steel: Flexible and Nonparametric Modelling5. Siddhartha Chib: Introduction to Simulation and MCMC MethodsPart III: Applications6. Mingliang Li and Justin Tobias: Bayesian Methods in Microeconometrics7. Marco Del Negro and Frank Schorfheide: Bayesian Macroeconometrics8. Peter Rossi and Greg Allenby: Bayesian Applications in Marketing9. Eric Jacquier and Nicholas Polson: Bayesian Econometrics in Finance

Editorial Reviews

"This Handbook is an excellent piece of scholarly work that displays the full power of the Bayesian method. All chapters, whilst reasonably self-contained, also serve as springboards to the broader literature, with extensive referencing being a feature of all. Access to specialized computercode is provided in some cases, serving to aid in the wider dissemination and use of the paradigm." --Gael Martin, The Econometrics Journal