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.

- 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.

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

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

- Homework 1: due date is \(\mathsf{15^{th}}\) of September (8:00am), 2020
- Homework 2: due date is \(\mathsf{25^{th}}\) of September (8:00am), 2020
- Replication assignment (replication.data.papers.zip): due date is \(\mathsf{19^{th}}\) of October (14:00), 2020

- Dale Poirier's slides on why it's good to be a Bayesian :-)

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.

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

- Topic 1: Lecture Notes
- Topic 2: Lecture Notes
- Topic 3: Lecture Notes
- Topic 4: Lecture Notes
- Topic 5: Lecture Notes

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

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.

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

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

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.