Bayesian Econometrics
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Instructor: Roberto Casarin
E-mail: r.casarin@unive.it
Program: Syllabus
Office hour: Tuesday, 12.00 a.m.-13.00 p.m. (in person or on Zoom). Office: Room 125 (San Giobbe)
Course material: copies of the lecture notes will be made available in class. Additional references are given below in the Course Outline section
See also: AMS Book Review
Other Links: The International Society for Bayesian Analysis: https://bayesian.org/, ISBA World Meeting 2024 in Venice: https://www.unive.it/isba2024
Homeworks
Submit your solution in Moodle: Hom1, Hom2, Hom3.
Course Outline
(1) Bayesian Analysis
(1.1) Foundation of Bayesian Analysis
(1.2) Simulation Methods
(1.3) SUR, VAR and Panel VAR
(2) Nonlinear Models
(3) Bayesian nonparametrics