Seitlicher Blick auf das D4 Gebäude.

Day of Bayesian Econometrics

Introduction to Bayesian Econometrics | 3 Lectures | May 8th 2013 | SR 2.17A (A)

Bayesian methods have become extremely important in Econometrics in the last decades, partly due to the improvement in computing power. This series of lectures offers a down-to-earth introduction to Bayesian Econometrics.

Bring some prior beliefs with you, you won't be disappointed!


Introduction to Bayesian Econometrics - easier than you might have thought
Gernot Doppelhofer

Bayesian computing without tears - try your luck with Monte Carlo algorithms
Sylvia Frühwirth-Schnatter

What to do when you don't know what to do: the Bayesian approach to model uncertainty
Jesus Crespo Cuaresma

Lectures in English. Some knowledge of Econometrics is required.


Gernot Doppelhofer is a professor of Economics at the NHH in Bergen


Sylvia Frühwirth-Schnatter is professor of Applied Statistics and Econometrics at the WU


Jesus Crespo Cuaresma is professor of Macroeconomics at the WU


Please send a short application e-mail to