Herbert H. Goldberger Professor of Economics Emeritus
Herbert H. Goldberger Professor
Department of Economics,
Providence, RI 02912
Phone: (401) 272-1136
Fax: (401) 863-1970
An Introduction to Modern
Bayesian Econometrics was published by Blackwells in spring 2004. The
book emphasizes modern computational methods, including Markov Chain Monte Carlo.
The target audience is graduate students in economics and related disciplines,
advanced undergraduates, and researchers using quantitative methods. This link
provides a pdf of the Table of Contents and Introduction. Blackwells
should be contacted for permission to use this book for teaching prior to
- Orthogonal Parameters and Panel Data: Review of Economic Studies,
69(3), 647-666, 2002.
- The Econometric Analysis of Transition Data: An Econometric Society
Monograph, Cambridge University Press, 1990
- Optimal Stock/Flow Panels; Journal of Econometrics, 1995 (with G.
- Combining Micro and Macro Data in Microeconometric Model; Review
of Economic Studies, 1994 (with G. Imbens)
- Bayes WESML: Posterior Inference from Choice-Based Samples; Journal
of Econmetrics, 79, 297-303, 1997
- Inference from Contaminated Samples;Journal of Econometrics 1996
(with G. Imbens)
- Efficient Estimation and Stratified Sampling; Journal of Econometrics
1996 (with G. Imbens)
- Exact Structural Inference in Optimal Job Search Models; Journal
of Business Economics and Statistics, April 1997.
- Panel Data with Survival: Hospitalization of HIV Patients; (with Orna
Intrator); Journal of the American Statistical Association, March 1998.
Papers available on-line (pdf files):
Comments and suggestions are always welcome. Revised 12/7/07.