Bayesian econometircs

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 Semiparametric Methods
11. Bayesian Model Averaging
12. Other Models, Methods and Issues
Appendix A: Introduction to Matrix Algebra
Appendix B: Introduction to Probability and Statistics
Bibliography
Index