PIDE 2016

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


BE L01: URDU: Motivational Talk to Encourage Students to Learn, and Islamic Principles of Learning.  

BE L02: URDU: Foundations of Probability

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 L06Prior 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

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