This class assumes basic familiarity with Stan, Bayesian Inference, and R. If you are new to Stan, consider taking the Introduction to Stan on January 19th. You can buy a two-day ticket here.
In this class, we'll cover the implementation of a few workhorse econometric models in Stan. If you are new to Stan, we recommend that you take the Introduction to Bayesian Inference with Stan on January 19.
- Cross-sectional models: simultaneous equations, SUR, instrumental variables. Hierarchical priors and meta-analysis.
- Working with panel data. Fixed vs random effects models, with and without instrumental variables.
- Multivariate time series. Vector Autoregression, Structural Vector Autoregression, and time-varying-parameters.
About your instructor:
Jim Savage is an industry economist and data scientist. He is currently the data science lead at fintech startup Lendable. Before that, he was an economics lecturer and research economist in Australia. He writes a blog on statistical workflow here.
Date and Time
Davis Auditorium, Columbia University
530 West 120th Street
4th floor (campus level), room 412
New York, NY 10027