Applied Econometrics
Economics 515
Fall 2013

Taught by: Marco Del Negro and Chris Sims

Sims contact information

Del Negro contact information: Office: Fisher 203

New information is in red.

Course Syllabus and Reading List

The course meets 10:40-12:10 Tuesday and Thursday, Room TBA.

Exercises, links to additional notes, announcements about the course, etc. will appear here.

Notes on MCMC model comparison
Exercise on particle filter, Bayesian bootstrap
Exercise is due January 10, but may be turned in earlier for prompt grade.
R code that may help do the exercise
Take-home exam. Due 9:30AM January 25.