Bayesian Econometrics introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require previous training in econometrics. The focus is on models used by applied economists and the...

Theory and Basics -- A Quick Course in Bayesian Statistics and Decision Theory -- New Advances in Numerical Bayesian Techniques -- Applications in Econometrics -- Imposing Economic Theory -- Studying Parameters of Interest -- Unit Root and Cointegration Tests -- Model Specification Uncertainty...