Modern Bayesian econometrics

Tutor: Tony Lancaster (Brown University) – 16 – 17 Feb 2006


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Slides and excercises


Course exercises

Books and articles

Tony Lancaster and Sung Jae Jun (2005), Bayesian Quantile Regression.

Tony Lancaster (2003), A Note on Bootstraps and Robustness.

Tony Lancaster (2004), An Introduction to Modern Bayesian Econometrics, Oxford: Blackwell Publishing.

F. P. Ramsey (1926), Truth and Probability, in Ramsey, 1931, The Foundations of Mathematics and other Logical Essays, Ch. VII, p.156-198, edited by R.B. Braithwaite, London: Kegan, Paul, Trench, Trubner & Co., New York: Harcourt, Brace and Company [1999 electronic edition].

E. T. Jaynes (1995), Probability theory: the logic of science, edited by G. Larry Bretthorst, Cambridge: Cambridge University Press [First 3 chapters; full book available from Amazon].


Modern Bayesian Econometrics

16 February 2006 - 17 February 2006

Venue: UCL Economics Department