Introduction to Bayesian Inference in Econometrics

Arnold Zellner was a leading economist at the University of Chicago Booth School of Business who pioneered the field of Bayesian econometrics. Zellner was known for the breadth of his contributions to many different areas of econometrics. His pioneering work in systems of equations, Bayesian statistics and econometrics, or time series analysis would each have earned him worldwide recognition. An award-winning teacher, Zellner published more than 200 scholarly articles and 22 books and monographs, including An Introduction to Bayesian Inference in Econometrics, J. Wiley and Sons, Inc., 1971 and Basic Issues in Econometrics, University of Chicago Press, 1984.

• Remarks on Inference in Economics. Principles of Bayesian Analysis with Selected Applications. The Univariate Normal Linear Regression Model. Special Problems in Regression Analysis. On Errors in the Variables. Analysis of Single Equation Nonlinear Models. Time Series Models: Some Selected Examples. Multivariate Regression Models. Simultaneous Equation Econometric Models. On Comparing and Testing Hypotheses. Analysis of Some Control Problems. Conclusion. Appendices. Bibliography. Indexes.