Introduction to Modern Bayesian Econometrics / Edition 1

Introduction to Modern Bayesian Econometrics / Edition 1

by Tony Lancaster
     
 

ISBN-10: 1405117206

ISBN-13: 9781405117203

Pub. Date: 06/28/2004

Publisher: Wiley

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

Overview

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

Product Details

ISBN-13:
9781405117203
Publisher:
Wiley
Publication date:
06/28/2004
Edition description:
New Edition
Pages:
416
Product dimensions:
9.69(w) x 7.44(h) x 0.85(d)

Related Subjects

Table of Contents

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

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