Introduction to Bayesian Econometrics

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This textbook explains the basic ideas of subjective probability and shows how subjective probabilities must obey the usual rules of probability to ensure coherency. It defines the likelihood function, prior distributions and posterior distributions. It explains how posterior distributions are the basis for inference and explores their basic properties. Various methods of specifying prior distributions are considered, with special emphasis on subject-matter considerations and exchange ability. The regression model is ...

Introduction to Bayesian Econometrics 2014, Cambridge University Press, Cambridge

ISBN-13: 9781107436770

2nd Revised edition

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Introduction to Bayesian Econometrics 2012, Cambridge University Press, Cambridge

ISBN-13: 9781107015319

2nd Revised edition

Hardcover

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Introduction to Bayesian Econometrics 2007, Cambridge University Press, Cambridge, England

ISBN-13: 9780521858717

Hardcover

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