This will serve as the website for course notes for a course on Bayesian Econometrics. The associated blog for students to ask questions and get answers is Bayesian Econometrics Blog -- For OTHER Econometrics Courses, see REFERENCES
The goal of the course will be to learn the materials presented in the last three chapters [16,17,18] of my textbook: Statistical Foundations for Econometric Techniques. .The entire book can downloaded from the Genesis Library: The individual chapters 16,17 and 18 are attached as pdf documents on the webpages for the lectures in which these chapters are covered.
PRELIMINARIES: This material should be studied and mastered BEFORE starting the course
THE FIRST UNIT OF THE BAYESIAN COURSE:
BE L01: URDU: Motivational Talk to Encourage Students to Learn, and Islamic Principles of Learning.
BE L02: URDU: Foundations of Probability
BE L03: ENGLISH:
BE L03a: Part 1: Bayes Formula and Explanation of Bayesian Argument in the simplest case.
BE L03b: Part II: Simple Random Samples and Binomial Distribution.
BE L04: Consists of two parts
BE L04a: ENGLISH: Part I: Conventional Inference for Random Samples using Pivotal statistics in a Binomial Model
BE L04b: ENGLISH: Part II: Analysis of Conjugate Prior Beta Densities and random samples from these densities.
BE L05: Going from data to density using Kernel Density Estimators
BE L06: Prior to Posterior Calculation for the Beta-Binomial Model
BE L07: Matching Models to Reality -- Assessing Binomial Models for match to real world physical processes.
BE L08: Reasoning behind p-values, and adjusting p-values for multiple tests.
BE L09: Using simulations to calculate p-values
BE L10: Computing p-values for contingency tables - testing for independence
BE L11: Pearson's Chi-Square in Contingency Tables; Analogous Bayesian Analysis
BE L12: Review of Normal Distribution