Institution: Graduate School der Fakultät Wirtschafts- und Sozialwissenschaften der Universität Hamburg
Studiengang: Promotionsstudiengang
Dozent/in: Mu-Chun Wang
Termin(e):
31.01. und 01.02.2013, 10.00 – 18.00 Uhr
Lehrveranstaltungsart: Block
Raum: n.a.
Semester-Wochen-Stunden: 1
Unterrichtssprache: englisch
Zielgruppe: n.a.
Beschreibung:
General Information
The objective of the course is to provide students state of the art tools in Bayesian econometrics for their own research ideas and projects in economics and other social sciences. Participants of the course are expected to have fundamental knowledge in Bayesian econometrics. Notice that there is an introductory course “Bayesian Econometrics” for master students during this semester. Participants are expected to be proficient in statistical and/or mathematical programing languages like MATLAB.
Course Logistics
- Time: 31.01.2013 10:00 – 18:00 and 01.02.2013 10:00 – 18:00
- Location: to be announced
- Office hour: by appointment
- Email: mu-chun.wang@wiso.uni-hamburg.de
Course References
- „Bayesian Econometrics“, Gary Koop, Wiley, 2003
- „Contemporary Bayesian Econometrics and Statistics“, John Geweke, Wiley, 2005
- „Monte Carlo Statistical Methods“, Christian P. Robert and George Casella, Springer, 2004
Course Outline
1. Vector Autoregression
2. DSGE Models
3. Models with Time-Varying Parameters and Regime Switching
4. Dynamic Games and Discrete Choice Models
5. Marginal Likelihood Computation and Predictive Checks
6. Inferences on Markov Chain Monte Carlo