TY  - BOOK
AU  - Lancaster,Tony
TI  - An introduction to modern Bayesian econometrics
SN  - 1405117192
AV  - HB139 .L353 2004
U1  - 330.01519542 22
PY  - 2004///]
CY  - Malden, MA, Oxford, UK
PB  - Blackwell Pub.
KW  - Econometrics
KW  - Bayesian statistical decision theory
N1  - Includes bibliographical references and index; Preface --; Introduction --; 1; The Bayesian algorithm --; 2; Prediction and model criticism --; 3; Linear regression models --; 4; Bayesian calculations --; 5; Non-linear regression models --; 6; Randomized, controlled and observational data --; 7; Models for panel data --; 8; Instrumental variables --; 9; Some time series models --; App. 1; A conversion manual --; App. 2; Programming --; App. 3; BUGS code --; References --; Index
ER  -