An Introduction to Modern Bayesian Econometrics
Language: English
Published by Wiley & Sons|Blackwell Publishing Ltd., Oxford, 2004
- Softcover
- New
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* Provides a comprehensive introduction to the Bayesian way of doing applied economics * Emphasizes computation and the study of probability distributions by computer sampling * Includes numerical and graphical examples in each chapter, demonstrating thei.
Seller Inventory # 447557742
- Title
- An Introduction to Modern Bayesian Econometrics
- Author
- T Lancaster
- Publisher
- Wiley & Sons|Blackwell Publishing Ltd., Oxford
- Publication year
- 2004
- Condition
- New
- Binding
- Kartoniert / Broschiert
- Language
- English
- ISBN 10
- 1405117206
- ISBN 13
- 9781405117203
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
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About the Author
"About the title" may belong to another edition of this title.
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