ABS07 - 2007 Applied Bayesian Statistics School

BAYESIAN METHODS AND ECONOMETRICS

Pavia, Italy

3 - 7 September, 2007

PROGRAMME


Course instruction will be based on the following materials
  • Peter Congdon, Bayesian Statistical Modelling (BSM), 2nd edition, John Wiley and Sons
  • Jim Albert, Bayesian Computation with R, Springer Verlag
  • Siddhartha Chib, Lecture Notes (LN)

    • Monday September 3

  • [11.00-12.30] Pre-course on R
  • [13.00-          ] Registration

  • [14.30-16.00] Elements of Bayesian Inference (BSM Chaps 1 & 2)
  • [16.00-16.30] Break
  • [16.30-18.00] Elements of Bayesian Inference (continued)

  • [19.00-21.00] Welcome buffet

    • Tuesday September 4

  • [09.00-10.30] Regression Models (BSM Chap 4)
  • [10.30-11.00] Break
  • [11.00-12.30] Regression Models (continued)

  • [12.30-14.00] Break

  • [14.00-16.00] Change Point Models (BSM Chap 8 and LN)
  • [16.00-16.30] Break
  • [16.30-18.00] Software Demonstrations

    • Wednesday September 5

  • [09.00-10.30] Instrumental Variable Models (LN)
  • [10.30-11.00] Break
  • [11.00-13.00] Instrumental Variable Models (continued)

  • [13.00-          ] Free time

    • Thursday September 6

  • [09.00-10.30] Hierarchical Modeling of Clustered Data (LN)
  • [10.30-11.00] Break
  • [11.00-12.30] Hierarchical Modeling of Clustered Data (continued)

  • [12.30-13.40] Break

  • [13.40-15.40] Hierarchical Modeling of Clustered Data (continued)
  • [15.40-16.00] Break
  • [16.00-19.00] Participants' presentations

  • [20.30-          ] Farewell dinner

    • Friday September 7

  • [09.00-10.30] Arbitrage-free Estimation of the Yield Curve (LN)
  • [10.30-11.00] Break
  • [11.00-13.00] Arbitrage-free Estimation of the Yield Curve (continued)