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An Introduction to Modern Bayesian Econometrics ~ Introduction This book is an introduction to the Bayesian approach to econometrics. It is written for students and researchers in applied economics. The book has de-veloped out of teaching econometrics at Brown University where the typical member of the class is a graduate student, in his second year or higher. If he is

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Chapter 7: Bayesian Econometrics - univ-orleans ~ Greenberg E. (2008), Introduction to Bayesian Econometrics, Cambridge University Press. (recommended) Koop, G. (2003), Bayesian Econometrics. New York: JohnWiley and Sons. Lancaster T. (2004), An Introduction to Modern Bayesian Inference. Oxford University Press. Christophe Hurlin (University of OrlØans) Bayesian Econometrics June 26, 2014 4 / 246

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Introduction to Bayesian Econometrics 2nd Edition Hardback ~ A former holder of a Ford Foundation Faculty Fellowship, Greenberg is the author of the first edition of Introduction to Bayesian Econometrics (Cambridge University Press, 2008) and the co-author of four books: Wages, Regime Switching, and Cycles (1992), The Labor Market and Business Cycle Theories (1989), Advanced Econometrics (1983, revised 1991) and Regulation, Market Prices, and Process .

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