Instructor: Roberto Casarin
E-mail: r.casarin@unive.it
Office hour: Tuesday, 11.00 a.m.-12.00 p.m. (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.
Homeworks (Further material is available in Moodle. Submit your solution in Moodle): Hom1, Hom2
Lecture Notes (Blue --> Updated)
(1) Bayesian Analysis
(1.1) Foundation of Bayesian Analysis
(1.2) SUR, VAR and Panel VAR
(1.4) Nonlinear Latent Variable Models
(1.5) Variational Bayes
(2) Stochastic Filtering
(2.1) Kalman Filter
(2.2) Hamilton Filter