Anthony Lancaster

Herbert H. Goldberger Professor of Economics Emeritus

Herbert H. Goldberger Professor


Department of Economics, Box B
Brown Univeristy
Providence, RI 02912

Phone: (401) 272-1136
Fax: (401) 863-1970

Recent Work:

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 its publication.


NEW Working Paper: Bayesian Quantile Regression.

NEW Working Paper: A Note on Bootstraps and Robustness.


Recent Publications:

Papers available on-line (pdf files):