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An Introduction to Modern Bayesian Econometrics
Books: Text Books: Algorithms: Item 4
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An Introduction to Modern Bayesian Econometricsby Tony Lancaster
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1 of 1 people found the following review helpful: Great Book, March 19, 2006 Reviewer:M. Yan - 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.
Book Description
About two hundred and forty years ago, an English clergyman named Thomas Bayes developed a method to calculate the chances of uncertain events in the light of accumulating evidence. Though his method has extensive applications to the work of economists, it is only recent advances in computing that have made it possible to exploit its full power.In this new and expanding area, Tony Lancaster's text provides a comprehensive introduction to the Bayesian way of doing applied economics. Using clear explanations and practical illustrations and problems, the text presents innovative, computer-intensive ways for applied economists to use the Bayesian method. In addition, each chapter includes numerical and graphical examples and demonstrates their solutions using the S programming language and Bugs software.
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