Bayesian Econometrics I  
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(from http://learnbayes.blogspot.com/2007/09/evolution-of-statistical-thought.html)

(from http://www-users.york.ac.uk/~pml1/bayes/cartoons/welcome.htm)

 
 
Problem Set Number Data Set Other

Problem Set #1: Prior/Posterior Basics

(Due 8/29, in class)

 

Basic MATLAB tutorials can be found here:

MATLAB Tutorials

 

Problem Set #2: Regression Model

(Due 9/7, in class)

 

Wage Data

 

Problem Set 3: Hypothesis Testing

(Due 9/14, in class)

 

   

 

Problem Set #4: Direct Simulation

(Due 9/19, in class)

   

Problem Set #5: Metropolis-Hasings

(Due 9/26, in class)

 

   

Problem Set #6: Gibbs Intro

(Due 10/3, in class)

 

Inverse Gamma m-file (just reciprocates gamma simulation)

Epanech2 m-file (if you want to feed your psi posterior simulations in here to plot its marginal posterior distribution)

 

Problem Set #7: Poisson Mixtures

Bike Data