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.

预期成果包括开发增强型多元计量经济模型和创新的计算密集型估计方法。这些模型用于大量不同的数据密集型应用，更完整的模型将极大地增强基于数据的决策。成果包括改善了批发电力市场、金融市场投资决策以及互联网广告影响评估中的信息使用。