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|Title:||Bayesian Econometrics in Stata 17|
|Presenter:||David Schenck, Senior Econometrician and Software Developer, StataCorp|
Sunday, 9 January 2022
Registration deadline: 8 January 2022
|Time:||2:15–3:45 p.m. ET|
Stata 17 introduced Bayesian support for many time-series and panel-data commands. In this talk, David will discuss Bayesian vector autoregression models, Bayesian DSGE models, and Bayesian panel-data models. Bayesian estimation is well suited to these models because economic considerations often impose structure that is captured well by informative priors. David will describe the main features of these commands as well as Bayesian diagnostics, posterior hypothesis tests, predictions, impulse–response functions, and forecasts.
David Schenck is a Senior Econometrician at StataCorp and is the primary developer of Stata's new DSGE features. He has a bachelor's degree in economics from Vanderbilt University and a PhD in economics from Boston College. His research interests lie in macroeconometrics.
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