Bayesian Econometrics
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Cover Image Bayesian Econometrics
Gary Koop

0470 84567 8   448pp   April 2003

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. It includes numerous numerical examples and topics covered in the book include:
  • the regression model (and variants applicable for use with panel data)
  • time series models
  • models for qualitative or censored data
  • nonparametric methods and Bayesian model averaging
Gary Koop is Professor of Economics at the University of Glasgow. He is the author of Analysis of Economic Data, which is also published by John Wiley & Sons Ltd.

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