## Bayesian Econometrics

Welcome to Bayesian Econometrics (FS-2020) at SSE! A detailed description of what will be covered in this course is provided in the Course Outline.

### News

• 16.09.2020 - Replication assignment has been uploaded, due date is $$\mathsf{19^{th}}$$ of October (14:00), 2020.
• 10.09.2020 - there was a typo in Question 4 in Homework 1, $$\theta$$ should be $$b$$. This has been corrected now.
• 10.09.2020 - Homework 2 has been uploaded, due date is $$\mathsf{25^{th}}$$ of September (8:00am), 2020.
• 03.09.2020 - Homework 1 has been uploaded, due date is $$\mathsf{15^{th}}$$ of September (8:00am), 2020.
• 17.08.2020 - See you in class on the $$\mathsf{1^{st}}$$ of September, 2020.

### Computing

• functs.zip contains extra functions that need to be added to your Matlab path

### Other Material

#### Matrix Algebra

###### Old Teaching [Hide]

From 2010 to the end of 2016, I have taught the fol­low­ing three econo­met­rics cours­es in reg­u­lar Spring/Au­tumn cycles at the Uni­ver­sity of St. Gallen (besides the Bayesian Econo­met­rics course list­ed above).

## Time Series econo­met­rics

A detailed description of what will be covered in the course can be found in the Course Outline.

### Assignments

I have uploaded the Assignment. Use this US real GDP Data to answer the questions. Due Date is 22.04.2016.

### Exercises, old Exams & other Material

Below are some exercises, old exam papers and other useful material.

## Linear Time Series anal­y­sis [Up]

Welcome to Linear Time Series anal­y­sis! This website contains all the teaching material that you needed for the course.

### R Programs and Data

Here are some links to programs and scripts that we will us in the course.

### Assignments

I have uploaded the Grad­ed Home­work exercise. Use the following US real GDP Data File (xls).

## Further Topics in Re­gres­sion anal­y­sis [Up]

Welcome to Further Topics in Re­gres­sion anal­y­sis! A detailed description of what we will cover can be found in the Course Outline.