Bayesian Econometrics

by Gary L. Koop

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.

Genres: Mathematics, Economics

378 pages, Paperback

First published January 1, 2003

Reviews

[Arjun]

Good intro bayesian treatment if you're taking it with a good instructor. Also check out Alleby and Rossu.