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