An Introduction to Bayesian Inference in Econometrics

Remarks on Inference in Economics. Principles of Bayesian Analysis with Selected Applications. The Univariate Normal Linear Regression Model. Special Problems in Regression Analysis. On Errors in the Variables. Analysis of Single Equation Nonlinear Models. Time Series Models: Some Selected Examples. Multivariate Regression Models. Simultaneous Equation Econometric Models. On Comparing and Testing Hypotheses. Analysis of Some Control Problems. Conclusion. Appendices. Bibliography. Indexes.