INTRODUCTION TO MODERN BAYESIAN ECONOMETRICS by Tony Lancaster ( 9781405117203 )

Item Details

Title:

INTRODUCTION TO MODERN BAYESIAN ECONOMETRICS

By:

Tony Lancaster

Format:

Paperback

List price:

£36.95

Our price:

£33.26

Discount:

10% off

You save:

£3.69

ISBN 10:

1405117206

ISBN 13:

9781405117203

Availability:

Publisher out of stock. This item may be subject to delays or cancellation.

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Stock:

Currently 0 available

Publisher:

JOHN WILEY AND SONS LTD

Pub. date:

20 April, 2004

Pages:

416

Description:

This book conveys the revolution in Bayesian statistics brought about by modern computing and simulation methods from a perspective that econometricians will find familiar. It works through the implications for econometric practice using practical examples and accessible computer software.

Synopsis:

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

Publication:

Imprint:

Blackwell Publishing Ltd

Returns:

Returnable

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