Remember me

Register  |   Lost password?

Sign up here to let us know if you are interested in joining us for our Introduction to QuantLib Course later in the year.


Bayesian Econometrics Slides

Sat, 03 Feb 2018 10:56:36 GMT

Over the years, I included material on Bayesian Econometrics in various courses that I taught - especially at the grad. level. I retired from teaching last year, and I thought that some of you might be interested in the slides that I used when I taught a Bayesian Econometrics topic for the last time. I hope that you find them useful. 1. General Background2. Constructing Prior Distributions 3. Properties of Bayes Estimators and Tests 4. Bayesian Inference for the Linear Regression...