the regression model (and variants applicable for use with panel data)
time series models
models for qualitative or censored data
nonparametric methods and Bayesian model averaging.
A website containing computer programs and data sets to help the student develop the computational skills of modern Bayesian econometrics can be found at: www.wiley.co.uk/koopbayesian
Table of Contents
1 An Overview of Bayesian Econometrics.
2 The Normal Linear Regression Model with Natural Conjugate Prior and a Single Explanatory Variable.
3 The Normal Linear Regression Model with Natural Conjugate Prior and Many Explanatory Variables.
4 The Normal Linear Regression Model with Other Priors.
5 The Nonlinear Regression Model.
6 The Linear Regression Model with General Error Covariance Matrix.
7 The Linear Regression Model with Panel Data.
8 Introduction to Time Series: State Space Models.
9 Qualitative and Limited Dependent Variable Models.
10 Flexible Models: Nonparametric and Semi-Parametric Methods.
11 Bayesian Model Averaging.
12 Other Models, Methods and Issues.
Appendix A: Introduction to Matrix Algebra.
Appendix B: Introduction to Probability and Statistics.