Bayesian Inference for Flexible Parametric Multivariate Econometric Modelling

用于灵活参数多元计量经济建模的贝叶斯推理

• 批准号: DP0985505
• 负责人: Prof Richard Gerlach
• 金额: $ 10.26万
• 依托单位: The University of Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2009
• 资助国家: 澳大利亚
• 起止时间: 2009-09-24 至 2012-09-23
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0985505
• 关键词: Bayesian; Inference; Flexible; Parametric; Multivariate

The anticipated outcomes include the development of enhanced multivariate econometric models and innovative computationally intensive methods for their estimation. These models are used in numerous and diverse applications which are data-intensive and where more complete models will greatly enhance data-based decision-making. Results include improved information use in the wholesale electricity markets, in financial market investment decision-making and for the assessment of the impact of internet advertising.

预期的结果包括开发增强的多元计量经济学模型以及用于估计的创新计算密集型方法。这些模型用于数据密集型的众多且多样化的应用程序，并且更完整的模型将大大增强基于数据的决策。结果包括改进的批发电力市场中的信息使用，金融市场投资决策以及评估互联网广告的影响。