Bayesian Econometrics (Paperback) (ISBN-13: 9780470845677)

Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. The book includes numerous empirical examples and the website associated with it contains data sets and computer programs to help the student develop the computational skills of modern Bayesian econometrics.

Author: Gary Koop
ISBN-10: 0470845678
ISBN-13: 9780470845677
Publisher: Wiley-Interscience
Language: English
Published: 07/09/2003
Pages: 384
Format: Paperback
Weight: 1.41lbs
Size: 9.60h x 6.66w x 0.83d