27 June 2011 - 29 June 2011
Time: 9:00am - 5:00pm
Venue: Mile End Campus
Speaker: Professor Gary Koop, University of Strathclyde
This is a hands-on course, which starts from basic concepts in Bayesian Econometrics, and deals with VARs and models which can be put in state space form (i.e. linearized DSGE models, model with multivariate stochastic volatility and Time Varying Parameter-VARs). The econometrics of these models will be the focus of the course. However, some discussion of the implications of the theory for the econometrics will be provided. Lectures will take place in the mornings followed by hands-on computer sessions in the afternoons.
Delegates from public and private sectors: £750.00, Delegates from Higher Education: £300.00, Students: £200.00.
Event contact: firstname.lastname@example.org
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