Bayesian Econometrics ISBN-978-0470845677

In Bayesian Econometrics, the reader is introduced to the application of Bayesian techniques in advanced undergraduate or graduate econometrics. It is not necessary for readers to have prior knowledge of econometrics because the book is self-contained. The emphasis is on applied economists’ models and the computational tools required to apply Bayesian methods in empirical research. Numerous empirical examples are included in the book, and the website that goes with it offers data sets and computer applications to aid students in honing their computational abilities in contemporary Bayesian econometrics.