This book provides an overview of Bayesian econometric models both for students/young researchers who are learning these models for the first time, and for more experienced researchers who would like to use the models in a Bayesian framework. The book is written so as to be accessible to these dual audiences, and is filled with illustrative worked examples using real data. The book uses Stan - developed by all but one of the authors - to implement the models. Stan is a powerful and flexible probabilistic programming language that can handle the very complex models found in econometrics.
Introduction
An illustration of Bayesian Workflow with a simple linear model
Causal Inference
Discrete Choice
An introduction to forecasting
The Lucas critique and structural macroeconomic modelling
Portfolio risk management in an uncertain environment
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