Introduction to Bayesian Econometrics
Instructor: Brunero Liseo (University of Rome “La Sapienza”)
- Nov. 8 (2-4pm), 10 (4-6pm), 11 (2-5pm), 15 (3-5pm), 17 (9-11am), 18 (2-5pm), Dec. 6, 7, 12 (9-11am)
Bayesian inference for some simple statistical models. Choice of priors. Bayesian procedures. Bayes factor. Montecarlo and MCMC methods. Generalized linear models and linear mixed models. Model selection. Hierarchical modelling.