Bayesian Econometrics E-Course Materials

[TomDoan]

This course covers the most important methods now used in Bayesian analysis in econometrics, including Gibbs sampling, Metropolis-Hastings and importance sampling. The applications are to a broad range of topics, including time series, cross-section and panel data. It includes a PDF handbook containing the lecture materials, as well as all of the example programs and data sets.

These are included in the RATS distribution beginning with version 10.1.

View the Preface and Table of Contents

Download a zip which includes the course document, programs and data.