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Introduction to Modern Bayesian Econometrics

Item Description

Product Details:

Category: Books
ISBN: 1405117206
Title: Introduction to Modern Bayesian Econometrics The Cheap Fast Free Post
Author: Lancaster, Tony
Publisher: John Wiley and Sons Ltd
Year Published: 2004
Number of Pages: 416
Book Binding: Paperback / softback
Prizes:
Book Condition: VERYGOOD
SKU: GOR008550834

Item description

In this new and expanding area, Tony Lancasters 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

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