A Tutorial on Modern Bayesian Econometrics

Hedibert Freitas Lopes

Graduate School of Business

University of Chicago

Shortcourse

9^th Bayesian Brazilian Meeting

February 24-27, 2008

Sao Sebastiao, Sao Paulo - Brazil

http://faculty.chicagogsb.edu/hedibert.lopes/teaching/EBEB9/ebeb9.html

Syllabus

R code

unit2-example1-R.txt - unit2-example2-R.txt - unit2-example3-R.txt - unit2-example4-R.txt - unit2-example5-R.txt

unit4-example1-R.txt - unit4-example2-R.txt

unit5-example1-R.txt - unit5-example5-R.txt

unit6-example1-R.txt - unit6-example2-R.txt

unit7-example1-R.txt

unit10-example1-R.txt - unit10-example2-R.txt - unit10-example4-R.txt

unit11-example1-R.txt

Other important sites

· Gamerman and Lopes’s (2007) MCMC: Stochastic simulation for Bayesian Inference

· The R project

· WinBUGS project