In this class, I shall explain basic ideas about Bayesian statistics and econometrics which are often used in applied research.
Basic knowledge of math and statistics is required.
1. Introduction of Bayesian statistics
2. Linear regression model with natural conjugate
3. Markov Chain Monte Carlo (MCMC) method
4. Evaluation of MCMC
Note: The class will be carried out in Japanese with English materials which can be downloaded from this page.