Bayesian Econometrics

The course homepage is linked at: Bayesian Econometrics. This 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 6: Prior to Posterior updating in Beta-Binomial Model (24th 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 14: Bayesian calculations for normal data, normal prior (30th Mar 2016)

Lecture 15: Bayesian Calculations with Normal-Gamma Priors (04th Apr 2016)

Lecture 16-A:  Part- 1: Fundamental Formulas for Bayesian & Conventional Inference with IID Normals (06th Apr 2016)

Lecture 16-B:  Part-II: Principles for Applications of Normal Inference on Real Data (06th Apr 2016)

Lecture 17:  IID Normal Inference with Real Data (11th Apr 2016)

Lecture 18: Bayesian inference using IID Normal Models for real Data (13th Apr 2016)

Lecture 19:  Introduction to Empirical Bayes(18th Apr 2016)

Lecture 20: Empirical Bayes for Panel IID Normal Data (20th Apr 2016)

Lecture 21: Empirical Bayes & Stein Estimation (Chapter 16, Section 1 SFET) (02 May 2016)

Lecture 22: EmpBayes on Recession Probabilities and Fire Alarms, SFET 16.1 (16 May 2016)

Lecture 23: SFET 16.4 Empirical Bayes Quality Control(18 May 2016)

Lecture 24: SFET 17: EB in Regression Models (23 May 2016)

Lecture 25: SFET 18: Hierarchical Bayes and Gibbs Sampler (25 May 206)

BLOG – Bayesian Econometrics