Lancaster, Tony
An Introduction to Modern Bayesian Econometrics
- ISBN 13:
- 9781405117203
- author:
- Lancaster, Tony
- format:
- Paperback
- publisher:
- Wiley-Blackwell
- language:
- English
- Publication Year:
- 2004
- Pages:
- 416
- Dimensions:
- 24.4 x 17.2 x 2.6 cm
- Genre:
- Economics Textbook
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Bayesian econometrics offers a new approach to applied economics, and Tony Lancaster's comprehensive introduction provides a clear understanding of this innovative method.
This book presents practical explanations and examples using the S programming language and Bugs software, covering standard econometric models such as linear and non-linear regression, time series, and panel data analysis.
With numerical and graphical examples throughout, you'll gain hands-on experience with Bayesian methods for causal inference and structural econometric models. The accompanying online supplements provide additional support to help you apply these concepts in your work or studies.
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