Current Teaching [Back]

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.

Lecture Notes

Access to the lecture notes is password protected. I will distribute the password in the first lecture.

Slides/2pp Notes

Other/Extra Material

Computing

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

Assignments

Other Material

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).

  1. Time Series Econometrics
  2. Linear Time Series Analysis
  3. Further Topics in Regression anal­y­sis

  1. Time Series econo­met­rics

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

Lecture Notes

Access to the lecture notes is password protected. I will distribute the password in the first lecture.

Lecture Notes

Other/Extra Material

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.

  1. Linear Time Series anal­y­sis [Up]

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

Lecture Notes

Access to the lecture notes is password protected. I will distribute the password in the first lecture.

Slides/2pp Notes

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).

  1. 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.

Lecture Notes, Programs and Data

Access to the lecture notes is password protected. I will distribute the password in the first lecture.

Slides/2pp Notes