Bayesian Econometrics

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, Koop
Publisher: John Wiley & Sons
Published: 06/23/2003
Pages: 384
Binding Type: Paperback
Weight: 1.41lbs
Size: 9.60h x 6.66w x 0.83d
ISBN13: 9780470845677
ISBN10: 0470845678
BISAC Categories:
- Business & Economics | Econometrics
- Business & Economics | Economics | General
- Mathematics | Probability & Statistics | Bayesian Analysis

About the Author
Gary Koop is Professor of Economics at the University of Glasgow.