Textbook
Introduction to Modern Bayesian EconometricsISBN: 978-1-4051-1720-3
Paperback
416 pages
June 2004, ©2004, Wiley-Blackwell
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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In this new and expanding area, Tony Lancaster’s text is the
first comprehensive introduction to the Bayesian way of doing
applied economics.
- Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method;
- Emphasizes computation and the study of probability
distributions by computer sampling;
- Covers all the standard econometric models, including linear
and non-linear regression using cross-sectional, time series, and
panel data;
- Details causal inference and inference about structural
econometric models;
- Includes numerical and graphical examples in each chapter,
demonstrating their solutions using the S programming language and
Bugs software
- Supported by online supplements, including Data Sets and Solutions to Problems, at www.blackwellpublishing.com/lancaster