## Bayesian Econometrics

#### Course at PIDE Feb 2016 to May 2016

**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: S

*FET 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)*