Bayesian Econometrics

Course at PIDE Feb 2016 to May 2016

The course homepage is linked at: Bayesian EconometricsThis contains lecture notes, and supplementary materials, as well as links to you-tube lectures.

Lecture 1: Introduction and Motivation  (8th Feb 2106)
Lecture 2: Foundations of Probability (10th Feb 2016)
Lecture 3: Bernoulli & Bionomial RV’s (15th Feb 2016)
Lecture 4: Conventional Inference for Surveys (17th Feb 2016)
Lecture 5: From Data to Densities (23rd Feb 2016)
Lecture 7: Assessment of Binomial Models (29th Feb 2016)
Lecture 8: Bayesian Econometrics Multiple Matches (02nd Mar 2016)
Lecture 9: Match Binomial Model to Real World (09th Mar 2016)
Lecture 10: Bayesian Econometrics Testing Independence (14th Mar 2016)
Lecture 11: Bayesian Econometrics Chi-Square Test (16th Mar 2016)
Lecture 12: Review of Normal Distribution (21st Mar 2016)
Lecture 13: Bivariate Normal Distribution (28th Mar 2016)
Lecture 17:  IID Normal Inference with Real Data (11th Apr 2016)
Lecture 19:  Introduction to Empirical Bayes (18th Apr 2016)
Lecture 20: Empirical Bayes for Panel IID Normal Data (20th Apr 2016)
Lecture 23: SFET 16.4 Empirical Bayes Quality Control (18 May 2016)
Lecture 24: SFET 17: EB in Regression Models (23 May 2016)