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Webinar: Bayesian econometrics in Stata


Duration: 1 hour
Where: Join us from anywhere!
Cost: Free—but registrations are limited


Stata 17 introduced Bayesian support for many time-series and panel-data commands. In this webinar, we 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. We will describe the main features of these commands as well as Bayesian diagnostics, posterior hypothesis tests, predictions, impulse–response functions, and forecasts.

How to join

The webinar is free, but you must register to attend. Registrations are limited so register soon.

We will send you an email with instructions on how to join prior to the start of the webinar.

Presenter: David Schenck

David Schenck portrait

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 master's degree in economics from Boston College. His research interests lie in macroeconometrics.


Available sessions 25 August 2021, 11:00 AM CDT (4:00 PM GMT)
Registration deadline: 23 August 2021

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