Bayesian Econometrics Workshop

New School for Social Research: Economics

Liberal Arts

Graduate Course

Majors Only

Bayesian Econometrics Workshop

Spring 2020

Taught By: Mark Setterfield

Section: A

CRN: 7417

Credits: 0

This workshop will serve as an introduction to the mathematical and programming skills necessary to implement a few popular techniques in Bayesian econometrics. The course will begin with a motivation of the Bayesian approach to statistical inference as well as an outline of modern posterior sampling methods using the R programming language. Next, we will discuss several standard modeling approaches including linear regression, Generalized Linear Models for binary and count data, as well as an introduction to hierarchical and multi-level models. Practical issues concerning workflow will be emphasized throughout- including prior and posterior predictive simulation as well as diagnostic criteria and model validation procedures. Depending on time constraints and participant interest, other topics could be addressed such as noisy or incomplete data, simple state-space models or panel approaches.

College: New School for Social Research (GF)

Department: Economics (GECO)

Campus: New York City (GV)

Course Format: Seminar (R)

Max Enrollment: 12

Add/Drop Deadline: February 3, 2020 (Monday)

Online Withdrawal Deadline: May 13, 2020 (Wednesday)

Seats Available: No

Status: Closed*

*Status information is updated every five minutes. The status of this course may have changed since the last update. Open seats may have restrictions that will prevent some students from registering. Updated: 10:41am 5/29/2020 EDT

Meeting Info:

Days: Thursday

Times: 6:00pm - 7:50pm

Building: 6 East 16th Street

Room: 1108

Date Range: 1/23/2020 - 5/7/2020