Last updated 13 September 2013. This webpage is optimised for Mozilla Firefox/Waterfox(64-bit)
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BI-ECON-CAMP PhD course:
DRE 7014 Bayesian Econometrics
9 September 2013 - 12 September 2013

  • Lecturer: Prof. Luc Bauwens (CORE and Universite catolique de Louvain)
  • Invitation
  • Would you like to take the course or sit-in? Sign up here
  • For questions regarding the academic content of the course, contact either Genaro Sucarrat or Prof. Hilde Bjørnland
  • Course outline
  • Slides. NOTE: Students are kindly requested to print/bring their own paper-copy of the slides
  • Bauwens, Lubrano and Richard: Bayesian Inference in Dynamic Econometric Models (Oxford University Press). Link to corrections, data and programs
  • Exercises:
          - Tutorial 1: Numerical Methods (exercises, solutions, Matlab code)
          - Tutorial 2: Regression (exercises, solutions, Matlab code [updated 11/9])
          - Tutorial 3: VAR Models (exercises [updated 11/9], solutions, Matlab code)

  • Bayesian inference with the R programming language: CRAN Task View - Bayesian Inference
  • The EXAM (published 13/9 at 9am)

  • Schedule:

    Date Time Room Content

    9/9 10-12.45: A2-050 Concepts (Chapter 1 of slides) and Numerical Methods (Chapter 2)
    14-15.45: A2-050 Numerical Methods (Chapter 2 continued)
    10/9 10-12.45: C2-095 Numerical Methods (Chapter 2, end) and Regression Analysis (Chapter 3)
    11/9 10-11.45: A2-015 MATLAB session (10-10.45), Regression Analysis (Chapter 3 continued)
    12-13.15: B4-inner Research seminar: Marginal likelihood for Markov-switching and change-point. The slides of the talk
    12/9 10-12.45: A2-050 Regression Analysis (Chapter 3, end), MATLAB session (11h-11h45), VAR Models (Chapter 4)
    14-15.45: A2-050 VAR Models (Chapter 4, end), MATLAB session (15h-15h45)