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Bayesian Econometrics

4.44  ·  Rating Details ·  9 Ratings  ·  1 Review
Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book 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 mode ...more
Paperback, 376 pages
Published July 9th 2003 by Wiley-Interscience (first published 2003)
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Arjun
Mar 15, 2007 Arjun rated it really liked it
Recommends it for: Advanced PhD
Good intro bayesian treatment if you're taking it with a good instructor. Also check out Alleby and Rossu.
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