Introduction to Bayesian Econometrics (Paperback, 2 Revised edition)

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. Semiparametric regression; 10. Multivariate responses; 11. Time series; 12. Endogenous covariates and sample selection; A. Probability distributions and matrix theorems; B. Computer programs for MCMC calculations.