ISBN-10:
1405117206
ISBN-13:
9781405117203
Pub. Date:
06/28/2004
Publisher:
Wiley
Introduction to Modern Bayesian Econometrics / Edition 1

Introduction to Modern Bayesian Econometrics / Edition 1

by Tony Lancaster

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Product Details

ISBN-13: 9781405117203
Publisher: Wiley
Publication date: 06/28/2004
Edition description: New Edition
Pages: 416
Product dimensions: 6.80(w) x 9.70(h) x 0.92(d)

About the Author

Tony Lancaster is Herbert H. Goldberger Professor of Economics and Professor of Community Health at Brown University. He is the author of The Econometric Analysis of Transition Data (1990), an Econometric Society Monograph.

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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