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Focusing on the philosophical implications of statistics, this book begins with a discussion of Sir Richard Stone's contributions and the shift towards Bayesian methods in scientific inference. It highlights broader issues in statistics and econometrics, illustrated with relatable examples from educational management and golf clubs. The second part delves into the technical aspects of Structural Econometric Time Series Analysis (SEMTSA), providing an in-depth exploration of statistical and econometric modeling techniques.

This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.