Textbook
Introduction to Modern Bayesian EconometricsISBN: 978-1-4051-1720-3
Paperback
416 pages
June 2004, ©2004, Wiley-Blackwell
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Introduction.
1. The Bayesian Algorithm.
2. Prediction and Model Checking.
3. Linear Regression.
4. Bayesian Calculations.
5. Nonlinear Regression Models.
6. Randomized, Controlled and Observational Data.
7. Models for Panel Data.
8. Instrumental Variables.
9. Some Time Series Models.
Appendix 1: A Conversion Manual.
Appendix 2: Programming.
Appendix 3: BUGS.
Index