Paperback. Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics. Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Bibliographic Details

Title: Bayesian Econometrics (Paperback)
Publisher: John Wiley & Sons Inc, Chichester
Publication Date: 2003
Language: English
ISBN 10: 0470845678
ISBN 13: 9780470845677
Binding: Paperback
Edition: 1st Edition
Condition: new

About this title

Synopsis

Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

About the Author

Gary Koop is Professor of Economics at the University of Glasgow.

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