These include the linear regression model and extensions to Tobit, probit, and logit models; time series models; and models involving endogenous variables. “This book provides an excellent ...

Computer tools (R). Applications: Linear models in Regression and Classification (Bayesian Linear Regression, Generalized Linear Models, Logistic Regression), Hierarchical/ Multilevel Models, Cluster ...

We develop an MCMC algorithm for the augmented model and illustrate the approach in applications. We propose a Bayesian procedure for exploiting small, possibly long-lag linear predictability in the ...