Basic principles of Bayesian statistics and econometrics are reviewed. The topics covered include point and interval estimation, hypothesis testing, prediction, model building and choice of prior. We also review in very general terms recent advances in computational methods and illustrate the use of these techniques with an application.
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Paper provided by Iowa State University, Department of Economics in its series Staff General Research Papers with number
12428.
Length: Date of creation: 04 Oct 2005 Date of revision: Publication status: Published in Palgrave Handbook of Econometrics, Volume 1: Econometric Theory, February 2006, pp. 841-870. Handle: RePEc:isu:genres:12428
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