Introduction to Modern Bayesian Econometrics - Couverture souple

Lancaster, Tony

 
9781405117203: Introduction to Modern Bayesian Econometrics

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

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À propos de l?auteur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9781405117197: An Introduction to Modern Bayesian Econometrics

Edition présentée

ISBN 10 :  1405117192 ISBN 13 :  9781405117197
Editeur : Blackwell Publishing Ltd, 2004
Couverture rigide