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Bayesian econometrics

Gary Koop

2003359 pagesabout 5–8 hours
2003
first published
  • 2003J. Wiley · 359 pages · ENGISBN 9780470845677
  • 2007Cambridge University Press · ENGISBN 9780511294020

"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 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."--Jacket.

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