Bayesian and Structural Econometrics

This course will cover a number of topics in Bayesian econometrics and estimation of structural dynamic discrete choice models. The Bayesian econometrics part of the course will start with introductory textbook material (Geweke, 2005, Contemporary Bayesian Econometrics and Statistics, denoted by G). A list of 11 topics with corresponding readings is given below. Topics 1-5 will be covered. If time permits, a subset of topics 6-11 determined by interests of the course participants will be covered as well. Readings marked with asterisk * are not required.