Vorlesen

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!

Program

10:00-11:30
Introduction to Bayesian Econometrics - easier than you might have thought
Gernot Doppelhofer
>>Slides

13:00-14:30
Bayesian computing without tears - try your luck with Monte Carlo algorithms
Sylvia Frühwirth-Schnatter
>>Slides

15:00-16:30
What to do when you don't know what to do: the Bayesian approach to model uncertainty
Jesus Crespo Cuaresma
>>Slides

Lectures in English. Some knowledge of Econometrics is required.

Lecturers

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

Application

Please send a short application e-mail to vwz-events@wu.ac.at