Introduction to Modern Bayesian Econometrics
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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...
Format:Paperback
Language:English
ISBN:1405117206
ISBN13:9781405117203
Release Date:June 2004
Publisher:Wiley-Blackwell
Length:416 Pages
Weight:1.65 lbs.
Dimensions:0.9" x 6.8" x 9.6"
Customer Reviews
5 ratings
Best introductory Bayesian book
Published by Thriftbooks.com User , 14 years ago
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.
Very Good Start Point
Published by Thriftbooks.com User , 16 years ago
This maybe the most straight forward and clearly presented introductory book to Bayesian Method in Econometrics.
Good book!
Published by Thriftbooks.com User , 17 years ago
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.
Clear as crystal and plenty of workouts
Published by Thriftbooks.com User , 18 years ago
This is as clear as crystal. It also has plenty of workouts. It is a very useful volume.
Great Book
Published by Thriftbooks.com User , 18 years ago
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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