Eventos


martes 16 de octubre de 2012

Topics in Bayesian Econometrics

The course presents a self-contained exposition of numerical Bayesian methods applied to reduced form models, to structural VARs, to a class of state space models (including TVC models, factor models, stochastic volatility models, Markov switching models) and to DSGE models.


The course presents a self-contained exposition of numerical Bayesian methods applied to reduced form models, to structural VARs, to a class of state space models (including TVC models, factor models, stochastic volatility models, Markov switching models) and to DSGE models.
 
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