Welcome to Bayesian Econometrics: Applications in Economics and Finance at SSE. A detailed description of what we will cover is listed in the Course Outline. The lecture schedule is available from here, and is also shown below.
I have uploaded the slides for Topic 4 as well as some Matlab Scripts in the Computing section below.
Access to the lecture notes is password protected. I will distribute the password in class.
|Topic 1:||Lecture Slides||(2x1) Print version||Loss function Notes|
|Topic 2:||Lecture Slides||(2x1) Print version|
|Topic 3:||Lecture Slides||(2x1) Print version||ModelsinSSF|
|Topic 4:||Lecture Slides||(2x1) Print version||Marginal Likelihood||Scripts.zip|
The assignment instructions are here.
Dale Poirier's slides on why it's good to be Bayesian :-)
Some useful resources on statistical distributions and matrix algebra