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ISBN: 1405117192
ISBN13: 9781405117197

Introduction to Modern Bayesian Econometrics

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ISBN: 1405117192
ISBN13: 9781405117197

Conditions

A read copy, but remains in excellent condition.

Conditions

A read copy, but remains in excellent condition.

Book Overview

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
Format:
Hardcover
Language:
English
ISBN:
1405117192
ISBN13:
9781405117197
Release Date:
June 2004
Publisher:
Wiley-Blackwell
Length:
416 Pages
Weight:
0.50 lbs.
Dimensions:
9.8″ × 1.0″ × 6.8″
BusinessBusiness & InvestingMathMathematicsScience & Math

More by Tony Lancaster

Customer Reviews

5 customer ratings | 5 reviews
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Best introductory Bayesian book

This is the best introductory Bayesian book for advanced undergraduate or first-year graduate students, especially in the social sciences. All concepts are explained in depth and illustrated with plenty of examples. I only wish that the publisher used a nicer-looking font for typesetting the book.

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Very Good Start Point

This maybe the most straight forward and clearly presented introductory book to Bayesian Method in Econometrics.

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Good book!

I'm taking an intro to Bayesian stats class and we are using the Carlin & Louis book -- it is a POS. I found this book in the library and it is much better. It gives very clear explanations of the ideas, and lots of concrete worked examples. Props to the author.

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Clear as crystal and plenty of workouts

This is as clear as crystal. It also has plenty of workouts. It is a very useful volume.

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Great Book

If you are looking for a book for Bayesian estimation, this is the one. The first several chapters say it all about Bayesian methods. The rest of the book is applications. Very helpful reading for learning the method.

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