Introduction to Modern Bayesian Econometrics (Paperback)

Tony Lancaster

ISBN 10: 1405117206 / ISBN 13: 9781405117203

Published by John Wiley and Sons Ltd, Hoboken, 2004

About this Item

Paperback. In this new and expanding area, Tony Lancasters 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 * Provides a comprehensive introduction to the Bayesian way of doing applied economics * Emphasizes computation and the study of probability distributions by computer sampling * Includes numerical and graphical examples in each chapter, demonstrating their solutions using the S programming language and Bugs software. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Seller Inventory # 9781405117203

Bibliographic Details

• Title: Introduction to Modern Bayesian Econometrics (Paperback)
• Publisher: John Wiley and Sons Ltd, Hoboken
• Publication Date: 2004
• Language: English
• ISBN 10: 1405117206
• ISBN 13: 9781405117203
• Binding: Paperback
• Edition: 1st Edition
• Condition: new

About this title

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

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.