ABS07 - 2007 Applied Bayesian Statistics School
BAYESIAN METHODS AND ECONOMETRICS
Pavia, Italy
3 - 7 September, 2007
ABS SCHOOLS
The Applied Bayesian Statistics summer school has
been organised since 2004 by
This year the school is supported by the
Dipartimento di Matematica, Università di Pavia.
The school aims to present state-of-the-art Bayesian applications, inviting
leading experts in their field. Each year a different topic is chosen. Past
editions were devoted to Gene Expression Genomics, Decision
Modelling in Health Care and Spatial Data in Environmental and Health
Sciences.
The school is open not only to post-docs and students in Statistics,
but also to researchers (not necessarily from academia) from different
fields, with an interest in statistical applications. Although a concise
introduction to Bayesian methods is provided each year, a basic knowledge
of statistical methods is advisable.
The school makes use of lectures, practical sessions, software demonstrations,
informal discussion sessions and presentations of research projects by
school participants.
TOPIC AND LECTURER
The topic chosen for the 2007 school is
Bayesian Methods and Econometrics.
The lecturer will be
Siddhartha Chib,
Harry C. Hartkopf Professor of Econometrics and Statistics, Washington
University in St. Louis, USA.
He will be assisted by
Luca La Rocca (University
of Modena and Reggio, Italy).
COURSE OUTLINE
The purpose of this introductory short course is to present Bayesian
inferential methods with applications to problems arising in econometrics.
Participants in the course will be exposed to the relevant Bayesian theory
and computational techniques, including hierarchical Bayesian methods,
model comparisons via marginal likelihoods and Bayes factors, and
Markov chain Monte Carlo methods. Discussion will center on state space models,
multiple change point models, instrumental variable models, and models for
longitudinal and clustered data. The methods and ideas will be applied in the
estimation of arbitrage-free models of the yield curve. All the techniques
will be illustrated with real data and, where possible, instructions on
coding the techniques in Winbugs and R will be provided.
The school will make use of lectures, practical sessions, software
demonstrations, informal discussion sessions and presentations of research
projects by school participants.
LOCATION AND SCHEDULE
The school will be held in the conference room of the
Pavia department
of IMATI CNR (Via Ferrata 1).
The school will start on Monday, September, 3rd, at 14.30 and it will
end on Friday, September, 7th, at 13.00. Welcome cocktail and farewell
dinner are planned on September, 3rd and 6th, respectively. Participants
will have a free afternoon on Wednesday, September, 5th.
FEES
The registration fees are:
including teaching materials, two lunches, welcome cocktail and social dinner.
A 50 euros
late registration fee will apply after June, 30th ,2007.
Participants interested in a bed and breakfast, single room accommodation
for 4 nights (arrival 3/9 and departure 7/9) at the nearby
Collegio Volta should
pay an extra 200 euros (only 20 single rooms are available in this student
dorm).
AVAILABLE INFORMATION