Introduction to Modern Bayesian Econometrics

Ranked #86 in Econometrics

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...
more

Similar Books

If you like Introduction to Modern Bayesian Econometrics, check out these similar top-rated books:


Learn: What makes Shortform summaries the best in the world?