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Rating: Summary: O'Hagan's Jewel Review: I found this book to be my constant reference. Like Tonny's narative style and the part on NIG Priors! Contains valuable contributions by the author hard to find elsewhere.Highly recommended!
Rating: Summary: Good but not excellent Review: This is a very good book for graduate-level courses. It is especially useful if the student took an elementary level Bayesian Statistics/Econometrics course. The organization of the chapters are different from most other books. Chapters contain between 40 and 60 "little sections," where a section can be one paragraph long. It is easy to understand what is fundamental and what is peripheral while reading the book. However, it has a considerable number of errata. It is quite difficult to understand why the author have not prepared a list of errata and corrections. The errors are generally not conceptual, but usually mathematical typos. They also exist in some problems, which first make you think they are unsolvable. It can take some time to figure out where the error is. Moreover, errors also exist in some solutions inside chapters. The best thing the authour would do is to prepare a list of corrections on his website (this is done by many authors in the field such as Peter Lee).
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