Bayesian Econometric Analysis

“AAEC / ECON / STAT 6564”

This site provides administrative instructions and sample lecture materials for “Bayesian Econometric Analysis,” offered as upper-level PhD course for students in Applied Economics, Economics, and Statistics at Virginia Tech.

Syllabus and general announcements

1. Syllabus (pdf)
   
2. LaTeX material for syllabus
   • main tex file (tex)
   • bibliography (bib)
   • table with schedule called by the main script (tex)
   • excel file for table (xl)

Software instructions

Folder environment

1. Instructions (pdf)
2. Instructions (tex)

Installing and customizing LaTeX for Windows

1. Instructions (pdf)
2. Instructions (tex)
3. testscript (tex)
4. testscript pdf (what the final product should look like) (pdf)

How to convert Excel tables into LaTeX and insert them into a LaTeX document (probably not needed for this course, but useful)

1. Instructions (pdf)
2. Instructions (tex)
3. Original Excel table (xl)
4. Tex version of a table after conversion (tex)

Instructions for Matlab

Via personal license

1. Instructions (pdf)
2. Instructions (tex)

Via VT’s Advanced Research Computing (ARC)

1. Instructions (pdf)
2. Instructions (tex)

Turning Matlab scripts into pdf’s

1. Instructions (pdf)
2. Instructions (tex)

Matlab Tutorial

1. Tutorial (pdf)
2. Matlab Material
   • (script2_data (Stata))
   • (script2_data (Excel))

Matrix Algebra Tutorial

1. Tutorial (pdf)
2. Matlab Material
   • (ma_mod1)
   • (ma_mod2)
   • (ma_mod3)
   • (ma_mod4)
   • (ma_mod5)

Sample Course Content

Module 2: Gibbs Sampling

1. Lecture Notes
   • (pdf)
2. Matlab scripts

• mod2s1a
  • (pdf)
  • (m.file)
• mod2_convergence_plots
  • (pdf)
  • (m.file)
• mod2_application
  • (pdf)
  • (m.file)
• mod2_plots
  • (pdf)
  • (m.file)
• mod2_blocking
  • (pdf)
  • (m.file)
• mod2_convergence_plots2
  • (pdf)
  • (m.file)
• mod2_convergence_plots3
  • (pdf)
  • (m.file)
• mod2_ac_plots
  • (pdf)
  • (m.file)
• mod2_wetlands
  • (pdf)
  • (m.file)
• mod2_wetlands
  • (pdf)
  • (m.file)
• mod2_wetlands_plots
  • (pdf)
  • (m.file)

3. Matlab functions

• gs_normal_independent
  • (pdf)
  • (m.file)
• gs_normal_independent_keepall
  • (pdf)
  • (m.file)
• gs_normal_blocked
  • (pdf)
  • (m.file)
• gs_normal_blocked_keepall
  • (pdf)
  • (m.file)
• klausdiagnostics_greater0
  • (pdf)
  • (m.file)
• var_vec
  • (pdf)
  • (m.file)
• vec_var
  • (pdf)
  • (m.file)

4. Data
   • (labordata)
   • (wetlands)