Bayesian econometrics

Results: 430



#Item
181Estimation theory / Epistemology / Econometrics / Philosophy / Unobservable / Economic model / Statistical theory

Session 1A: Overview Session 1A: Overview John Geweke Bayesian Econometrics and its Applicatoins

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:03:41
182Computational statistics / Markov chain Monte Carlo / Probability and statistics / Estimation theory / Markov chain / Metropolis–Hastings algorithm / Gibbs sampling / Statistics / Markov models / Monte Carlo methods

Session 3A: Markov chain Monte Carlo (MCMC) John Geweke Bayesian Econometrics and its Applications August 15, 2012

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:04:18
183Probability theory / Estimation theory / Parametric statistics / Linear regression / Ordinal number / Multivariate normal distribution / Multivariate random variable / Statistics / Econometrics / Regression analysis

Session 2A: Basics Session 2A: Basics John Geweke Bayesian Econometrics and its Applicatoins

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:03:57
184Model selection / Bayesian inference / Statistical inference / Probability space / Bayes factor / Statistics / Bayesian statistics / Statistical theory

Session 1B: Overview (continued) Session 1B: Overview (continued) John Geweke Bayesian Econometrics and its Applicatoins

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:03:49
185Variance / Statistics / Data analysis / Probability theory

Session 5A: Good practice John Geweke Bayesian Econometrics and its Applications August 17, 2012

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:05:01
186Bayesian statistics / Autoregressive conditional heteroskedasticity / Time series analysis / Bayesian econometrics / Econometrics / Statistics / Economics

Session 5B: A worked example – EGARCH model John Geweke Bayesian Econometrics and its Applications August 17, 2012

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:05:16
187Probability theory / Regression analysis / Model selection / Bayes factor / Bayesian inference / Marginal likelihood / Linear regression / Bayesian econometrics / Probability space / Statistics / Bayesian statistics / Econometrics

Session 4A: Model comparison and prediction John Geweke Bayesian Econometrics and its Applications August 16, 2012

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:04:38
188Bayesian econometrics / Likelihood function / Predictive analytics / Bayesian statistics / Statistics / Marginal likelihood

Session 4B: Model speci…cation John Geweke Bayesian Econometrics and its Applications August 16, 2012

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Source URL: www.szgerzensee.ch

Language: English - Date: 2013-01-11 10:04:51
189Model selection / Regression analysis / Statistical methods / Statistical inference / Linear regression / Akaike information criterion / Machine learning / Bayesian inference / Bayes factor / Statistics / Statistical theory / Econometrics

UNIVERSITY OF OXFORD DEPARTMENT OF STATISTICS MSc AND DIPLOMA IN APPLIED STATISTICS

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2015-02-04 04:24:23
190Econometrics / Estimation theory / Variational Bayesian methods / Bayesian linear regression / Multivariate normal distribution / Linear regression / Mathematical optimization / Expectation–maximization algorithm / Variational message passing / Statistics / Bayesian statistics / Regression analysis

Fully Automatic Variational Inference of Differentiable Probability Models Rajesh Ranganath Department of Computer Science Princeton University

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Source URL: andrewgelman.com

Language: English - Date: 2014-12-21 20:40:21
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