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Our popular course Introduction to QuantLib Development will be taking place June 18-20th, 2018.

 

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...