Lancaster, Tony, 1938-
An introduction to modern Bayesian econometrics /
Modern Bayesian econometrics
Tony Lancaster.
- xiv, 401 pages : illustrations ; 26 cm
Includes bibliographical references and index.
Preface -- Introduction -- The Bayesian algorithm -- Prediction and model criticism -- Linear regression models -- Bayesian calculations -- Non-linear regression models -- Randomized, controlled and observational data -- Models for panel data -- Instrumental variables -- Some time series models -- A conversion manual -- Programming -- BUGS code -- References -- Index. 1. 2. 3. 4. 5. 6. 7. 8. 9. App. 1. App. 2. App. 3.
1405117192 9781405117197 1405117206 9781405117203
2003021333
Econometrics.
Bayesian statistical decision theory
HB139 / .L353 2004
330.01519542