An Introduction to Modern Bayesian Econometrics
by Tony Lancaster (2004)

Publisher: Blackwell Publishing
ISBN: 1-40511720-6
Pages:416 pages
Price: £29.99 + p&p

Contents

Table of Contents
Book Order Form

Table of Contents

Introduction

1.The Bayesian Algorithm

2. Prediction and Model Checking

3. Linear Regression

4. Bayesian Calculations

5. Nonlinear Regression Models

6. Randomized, Controlled and Observational Data

7. Models for Panel Data

8. Instrumental Variables

9. Some Time Series Models

Appendix 1: A Conversion Manual
Appendix 2: Programming
Appendix 3: BUGS
Index