Modern Bayesian econometrics

Books and articles

Tony Lancaster and Sung Jae Jun (2005), Bayesian Quantile Regression.

Tony Lancaster (2003), A Note on Bootstraps and Robustness.

Tony Lancaster (2004), An Introduction to Modern Bayesian Econometrics, Oxford: Blackwell Publishing.

F. P. Ramsey (1926), Truth and Probability, in Ramsey, 1931, The Foundations of Mathematics and other Logical Essays, Ch. VII, p.156-198, edited by R.B. Braithwaite, London: Kegan, Paul, Trench, Trubner & Co., New York: Harcourt, Brace and Company [1999 electronic edition].

E. T. Jaynes (1995), Probability theory: the logic of science, edited by G. Larry Bretthorst, Cambridge: Cambridge University Press [First 3 chapters; full book available from Amazon].