Bayesian Econometrics 41913-01

Winter 2008

Course information

Instructor

Course Syllabus

TA office hours

TBA

Course notes + R code + references

1. Bayesian paradigm, MC/MCMC methods

2. Bayesian model criticism

3. General linear and hierarchical models

4. Factor and spatial models

5. Mixture models

6. Limited dependent variable models

7. Dynamic and stochastic volatility models

8. Sequential Monte Carlo methods

Miscellaneous

· The R project

· WinBUGS project

· Gamerman and Lopes’ website