I. Required Reading
Andrew Blake & Haroon Mumtaz, 2015. "Applied Bayesian Econometrics for central bankers," Handbooks, Centre for Central Banking Studies, Bank of England, number 36, April. https://www.bankofengland.co.uk/-/media/boe/files/ccbs/resources/applied-bayesian-econometrics-for-central-bankers-updated-2017.pdf
References
Jeremy M. Piger, Bayesian Econometrics
Justin Tobias, Bayesian Econometric Methods
윤영민 교수, 베이즈 통계(13): 사례와 말로 설명하는 MCMC
II. PPTs are created with Google Gemini
1. MCMC (Gibbs Sampling algorithm)
2. MCMC (Metropolis Hastings algorithm)
References
Bayesian Econometrics - Consistency and Normality
Experimental Economics vs. Bayesian Theory