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