John Geweke's Mini-Course Descriptions
Session 1: An
Introduction to Contemporary Bayesian Thinking and Methods
-- This session
assumes knowledge of econometrics at the introductory Ph.D. level, no
knowledge of Bayesian methods. For those with some background in Bayesian
econometrics, it will provide a unifying perspective on radical Bayesian
thinking. Background: Chapter 1 of Geweke (2005).
Strategies for Productive Research Using Bayesian Econometrics
session covers techniques that substantially shorten the time in moving from
model-building and data collection to producing final products for
dissertations and peer-reviewed journals. The focus will be on testing
posterior simulators, and on prior and posterior predictive densities.
Background: Sections 8.1 and 8.3 of Geweke (2005).