The Oxford Handbook of Bayesian Econometrics

The Oxford Handbook of Bayesian Econometrics
Author: John Geweke
Publisher: Oxford University Press
Total Pages: 576
Release: 2011-09-29
Genre: Business & Economics
ISBN: 0191618268

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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 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.

MorphoEvoDevo: A Multilevel Approach to Elucidate the Evolution of Metazoan Organ Systems

MorphoEvoDevo: A Multilevel Approach to Elucidate the Evolution of Metazoan Organ Systems
Author:
Publisher: Frontiers Media SA
Total Pages: 274
Release: 2023-11-10
Genre: Science
ISBN: 2832538592

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Analyzing animal development in a comparative framework provides a unique window into evolutionary history. With a long tradition that dates back to iconic 19th-century zoologists such as Ernst Haeckel and Charles Darwin, Evolutionary Developmental Biology is firmly rooted in morphological research. While studies using a classical model system approach have resulted in considerable methodological progress, in particular by establishing molecular genetic tools to tackle questions surrounding animal development, it quickly became obvious that a broad comparative dataset involving as many taxa as possible is necessary for sound evolutionary inferences. Thus, today’s EvoDevo embraces morphological, molecular, and experimental procedures, interpreted in a phylogenetic framework, in order to answer key questions that revolve around the evolution of animal cell types, organ systems, and, ultimately, entire species.

Estimation, Inference and Specification Analysis

Estimation, Inference and Specification Analysis
Author: Halbert White
Publisher: Cambridge University Press
Total Pages: 396
Release: 1996-06-28
Genre: Business & Economics
ISBN: 9780521574464

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This book examines the consequences of misspecifications for the interpretation of likelihood-based methods of statistical estimation and interference. The analysis concludes with an examination of methods by which the possibility of misspecification can be empirically investigated.

Recursive Macroeconomic Theory

Recursive Macroeconomic Theory
Author: Lars Ljungqvist
Publisher: MIT Press
Total Pages: 1120
Release: 2004
Genre: Business & Economics
ISBN: 9780262122740

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A significant new edition of a text that offers both tools and sample applications; extensive revisions and seven new chapters improve and expand upon the original treatment.

Bayesian Estimation of DSGE Models

Bayesian Estimation of DSGE Models
Author: Edward P. Herbst
Publisher: Princeton University Press
Total Pages: 295
Release: 2015-12-29
Genre: Business & Economics
ISBN: 0691161089

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Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Bayesian Structural Equation Modeling

Bayesian Structural Equation Modeling
Author: Sarah Depaoli
Publisher: Guilford Publications
Total Pages: 549
Release: 2021-08-16
Genre: Social Science
ISBN: 1462547745

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This book offers researchers a systematic and accessible introduction to using a Bayesian framework in structural equation modeling (SEM). Stand-alone chapters on each SEM model clearly explain the Bayesian form of the model and walk the reader through implementation. Engaging worked-through examples from diverse social science subfields illustrate the various modeling techniques, highlighting statistical or estimation problems that are likely to arise and describing potential solutions. For each model, instructions are provided for writing up findings for publication, including annotated sample data analysis plans and results sections. Other user-friendly features in every chapter include "Major Take-Home Points," notation glossaries, annotated suggestions for further reading, and sample code in both Mplus and R. The companion website (www.guilford.com/depaoli-materials) supplies data sets; annotated code for implementation in both Mplus and R, so that users can work within their preferred platform; and output for all of the book’s examples.

Statistical Power Analysis with Missing Data

Statistical Power Analysis with Missing Data
Author: Adam Davey
Publisher: Routledge
Total Pages: 328
Release: 2009-08-20
Genre: Psychology
ISBN: 1135269300

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Statistical power analysis has revolutionized the ways in which we conduct and evaluate research. Similar developments in the statistical analysis of incomplete (missing) data are gaining more widespread applications. This volume brings statistical power and incomplete data together under a common framework, in a way that is readily accessible to those with only an introductory familiarity with structural equation modeling. It answers many practical questions such as: How missing data affects the statistical power in a study How much power is likely with different amounts and types of missing data How to increase the power of a design in the presence of missing data, and How to identify the most powerful design in the presence of missing data. Points of Reflection encourage readers to stop and test their understanding of the material. Try Me sections test one’s ability to apply the material. Troubleshooting Tips help to prevent commonly encountered problems. Exercises reinforce content and Additional Readings provide sources for delving more deeply into selected topics. Numerous examples demonstrate the book’s application to a variety of disciplines. Each issue is accompanied by its potential strengths and shortcomings and examples using a variety of software packages (SAS, SPSS, Stata, LISREL, AMOS, and MPlus). Syntax is provided using a single software program to promote continuity but in each case, parallel syntax using the other packages is presented in appendixes. Routines, data sets, syntax files, and links to student versions of software packages are found at www.psypress.com/davey. The worked examples in Part 2 also provide results from a wider set of estimated models. These tables, and accompanying syntax, can be used to estimate statistical power or required sample size for similar problems under a wide range of conditions. Class-tested at Temple, Virginia Tech, and Miami University of Ohio, this brief text is an ideal supplement for graduate courses in applied statistics, statistics II, intermediate or advanced statistics, experimental design, structural equation modeling, power analysis, and research methods taught in departments of psychology, human development, education, sociology, nursing, social work, gerontology and other social and health sciences. The book’s applied approach will also appeal to researchers in these areas. Sections covering Fundamentals, Applications, and Extensions are designed to take readers from first steps to mastery.

DSGE Models in Macroeconomics

DSGE Models in Macroeconomics
Author: Nathan Balke
Publisher: Emerald Group Publishing
Total Pages: 480
Release: 2012-11-29
Genre: Business & Economics
ISBN: 1781903069

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This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy