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Introduction to Modern Bayesian Econometrics

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ISBN-10: 1405117206

ISBN-13: 9781405117203

Edition: 2004

Authors: Tony Lancaster

List price: $76.95
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Description:

Tony Lancaster offers a comprehensive introduction to the Bayesian way of doing applied economics. He emphasizes computation & the study of probability distributions by computer sampling & includes numerical & graphical examples in each chapter.
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Book details

List price: $76.95
Copyright year: 2004
Publisher: John Wiley & Sons, Incorporated
Publication date: 6/18/2004
Binding: Paperback
Pages: 416
Size: 6.80" wide x 9.70" long x 0.92" tall
Weight: 2.244
Language: English

Introduction
The Bayesian Algorithm
Prediction and Model Checking
Linear Regression
Bayesian Calculations
Nonlinear Regression Models
Randomized, Controlled and Observational Data
Models for Panel Data
Instrumental Variables
Some Time Series Models
A Conversion Manual
Programming
BUGS
Index