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全部话题 - 话题: griddy
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来自主题: Economics版 - [合集] recommand a book on MCMC?
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mecklenburg (hoho) 于 (Thu Jan 11 06:15:12 2007) 提到:
who could recommand a book on MCMCfor non-statisticain? preferably with
example of Griddy Gibbs algorithm on economics model.Thank you very much
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booyah (booyahee) 于 (Thu Jan 11 13:18:27 2007) 提到:
I believe Geweke's latest book is for you.
http://www.biz.uiowa.edu/cbes/
In addition, Handbook of Econometrics vol. 5 has a chapter by Chib.
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