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的多元计量经济模型和创新的计算密集型估算方法。这些模型被用于大量不同的数据密集型应用程序中，更完整的模型将大大增强基于数据的决策。其成果包括改进了电力批发市场、金融市场投资决策以及评估互联网广告影响的信息使用。