Bayesian econometrics: an introduction

Abstract

Bayesian Econometrics is a volume in the series Advances in Econometrics that illustrates the scope and diversity of modern Bayesian econometric applications, reviews some recent advances in Bayesian econometrics, and highlights many of the characteristics of Bayesian inference and computations. This first paper in the volume is the Editors' introduction in which we summarize the contributions of each of the papers. © 2008 Emerald Group Publishing Limited.