Introduction to Bayesian Econometrics (Hardcover)

Part I. Fundamentals of Bayesian Inference: 1. Introduction; 2. Basic concepts of probability and inference; 3. Posterior distributions and inference; 4. Prior distributions; Part II. Simulation: 5. Classical simulation; 6. Basics of Markov chains; 7. Simulation by MCMC methods; Part III. Applications: 8. Linear regression and extensions; 9. Multivariate responses; 10. Time series; 11. Endogenous covariates and sample selection; Appendix A. Probability distributions and matrix theorems. Appendix B: Computer programs for MCMC calculations.