Introduction to Bayesian Econometrics in MATLAB
Gary M. Koop, Jamie L. Cross, Aubrey Poon · 2022
This seminar provides an introduction to Bayesian econometrics. It covers the general theory underlying Bayesian econometrics and Bayesian inference in the linear regression model including an introduction of Bayesian machine learning methods for Big Data regression. Bayesian computational methods such as Gibbs sampling and the Metropolis-Hastings algorithm will be covered, with hands-on lab sections run using real-world data so that you will be able to apply these methods in your ongoing research. An official Instats certificate of completion is provided at the conclusion of the seminar. For European PhD students, each seminar offers 2 ECTS Equivalent points.