Bayesian Econometrics (HS 2016)

Welcome to Bayesian Econometrics: Applications in Economics and Finance! A detailed description of what we will cover can be found in the Course Outline.

What's New

Nothing at the moment.

Lecture Notes

Access to the lecture notes is password protected.

Topic 1 Lecture Slides (2x1) Print version
Topic 2 Lecture Slides (2x1) Print version Marginal Likelihood
Topic 3 Lecture Slides (2x1) Print version MCMC J&P
Topic 4 Lecture Slides (2x1) Print version Matlab Code

Group Assignment

To be announced.

Other Material

Statistical distributions

Dale Poirier's slides on why it's good to be Bayesian :-)