General information
| Course name | Vorlesung + Übung: Bayessche Statistik und Ökonometrie |
| Course number | 06056 |
| Semester | SS 2015 |
| Current number of participants | 4 |
| Home institute | Rechnerorientierte Statistik und Datenanalyse |
| participating institutes | Institut für Mathematik |
| Courses type | Vorlesung + Übung in category Teaching |
| First date | Monday, 13.04.2015 15:45 - 17:15, Room: (1010/L1) |
| Participants | geeignet für StudentInnen Master Mathematik, Master Wirtschaftsmathematik ab dem 1. Semester |
| Pre-requisites | Stochastik 1 und 2 |
| Learning organisation |
Vorlesung (3 SWS) - Nr. 06056 und begleitende Übung (1 SWS) - Nr. 06057 Übung alle 2 Wochen zweistündig |
| Performance record | Klausur 90 Minuten |
| Veranstaltung findet online statt / hat Remote-Bestandteile | Yes |
| Hauptunterrichtssprache | deutsch |
| Literaturhinweise |
Blake, A., and Mumtaz, H. (2012). Applied Bayesian Econometrics for Central Bankers. Bank of England / CCBS Technical Handbook No. 4. Carlin, B.P., and Louis, Th.A. (2009). Bayesian Methods for Data Analysis. Chapman and Hall. Efron, B. (1986). Why Isn't Everyone a Bayesian? The American Statistician 40 (1) 1-5 Gelman, A., Carlin, J.B., Stern, H.S., and Rubin, D.R. (1995). Bayesian Data Analysis. Chapman and Hall. Geweke, J. (2005). Contemporary Bayesian Econometrics and Statistics., Wiley. Geweke, J., Koop, G., and van Dijk, H. (Eds.) (2011). The Oxford Handbook of Bayesian Econometrics. Oxford. Koop, G. (2003). Bayesian Econometrics. Wiley. Robert, Ch. (2007). The Bayesian Choice. Springer. |
| ECTS points | 6 |
