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Title: INTRODUCTION TO MODERN BAYESIAN ECONOMETRICS
By: Tony Lancaster
Format: Paperback

List price: £36.95
Our price: £33.26
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ISBN 10: 1405117206
ISBN 13: 9781405117203
Availability: Publisher out of stock. This item may be subject to delays or cancellation.
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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: UK
Imprint: Blackwell Publishing Ltd
Returns: Returnable
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