# Bayesian Econometrics

Lecture notes and associated Matlab files for second year Ph.D. course taught at the University of Oregon. If you use/adapt this material in your own course, an acknowledgment somewhere in your syllabus or notes would be appreciated. I am not able to provide support for use of the Matlab code.

**Review of Important Probability Distributions**

**Introduction to Bayesian Econometrics I**

**Introduction to Bayesian Econometrics II**

**Bayesian Computation I**

**Bayesian Computation II**

**Bayesian Computation III**

Linear_Regression_GS_with_Marginal_Likelihood.zip

NL_Regression_MH_with_Marginal_Likelihood.zip

**Bayesian Computation IV**

Linear_Regression_GS_with_Diagnostics.zip

NL_Regression_MH_with_Diagnostics.zip

**Models of Parameter Change**