Introduction to Modern Bayesian Econometrics

Tony Lancaster

ISBN 10: 1405117206 / ISBN 13: 9781405117203

Edité par John Wiley and Sons Ltd, 2004

A propos de cet article

2004. 1st Edition. Paperback. * 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. Num Pages: 416 pages, 100. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 248 x 175 x 26. Weight in Grams: 778. . . . . . N° de réf. du vendeur V9781405117203

Détails bibliographiques

Titre : Introduction to Modern Bayesian Econometrics

Éditeur : John Wiley and Sons Ltd

Date d'édition : 2004

Reliure : Couverture souple

Etat : New

Edition : Edition originale

A propos de ce titre

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

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.