An Introduction to Bayesian Inference in Econometrics

This is a classical reprint edition of the original 1971 edition of An Introduction to Bayesian Inference in Economics. This historical volume is an early introduction to Bayesian inference and methodology which still has lasting value for today's statistician and student. The coverage ranges from the fundamental concepts and operations of Bayesian inference to analysis of applications in specific econometric problems and the testing of hypotheses and models.

ISBN	0471169374	Volumes	001
ISBN13	9780471169376 (What's this?)	Weight (grammes)	664
Publisher	John Wiley & Sons Inc	Published in	New York
Imprint	John Wiley & Sons Inc	Series ISSN	63
Format	Paperback	Series title	Wiley Classics Library
Publication date	04 Sep 1996	Height (mm)	229
Library of Congress	96082549	Width (mm)	162
DEWEY	330.015195	Spine width (mm)	27
DEWEY edition	DC21	Academic level	Undergraduate, Postgraduate, Professional / Scholarly
Pages	448

I	Remarks on Inference in Economics	1
II	Principles of Bayesian Analysis with Selected Applications	13
III	The Univariate Normal Linear Regression Model	58
IV	Special Problems in Regression Analysis	86
V	On Errors in the Variables	114
VI	Analysis of Single Equation Nonlinear Models	162
VII	Time Series Models: Some Selected Examples	186
VIII	Multivariate Regression Models	224
IX	Simultaneous Equation Econometric Models	248
X	On Comparing and Testing Hypotheses	291
XI	Analysis of Some Control Problems	319
XII	Conclusion	360
	Appendix A	363
	Appendix B	379
	Appendix C	400
	Bibliography	415
	Author Index	423
	Subject Index	427

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An Introduction to Bayesian Inference in Econometrics

Introduction to Bayesian Inference in Econometrics

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