Book contents
- Frontmatter
- Contents
- List of Figures
- List of Tables
- Preface
- Part I Fundamentals of Bayesian Inference
- Part II Simulation
- Part III Applications
- 8 Linear Regression and Extensions
- 9 Multivariate Responses
- 10 Time Series
- 11 Endogenous Covariates and Sample Selection
- A Probability Distributions and Matrix Theorems
- B Computer Programs for MCMC Calculations
- Bibliography
- Author Index
- Subject Index
8 - Linear Regression and Extensions
from Part III - Applications
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- List of Figures
- List of Tables
- Preface
- Part I Fundamentals of Bayesian Inference
- Part II Simulation
- Part III Applications
- 8 Linear Regression and Extensions
- 9 Multivariate Responses
- 10 Time Series
- 11 Endogenous Covariates and Sample Selection
- A Probability Distributions and Matrix Theorems
- B Computer Programs for MCMC Calculations
- Bibliography
- Author Index
- Subject Index
Summary
- Type
- Chapter
- Information
- Introduction to Bayesian Econometrics , pp. 111 - 133Publisher: Cambridge University PressPrint publication year: 2007