A Tutorial on Modern Bayesian Econometrics
9th Bayesian Brazilian Meeting
February 24-27, 2008
Sao Sebastiao, Sao Paulo – Brazil

Syllabus

R code

unit2-example1-R.txt – unit2-example2-R.txt – unit2-example3-R.txt – unit2-example4-R.txt –  unit2-example5-R.txt
unit4-example1-R.txt – unit4-example2-R.txt
unit5-example1-R.txt – unit5-example5-R.txt
unit6-example1-R.txt – unit6-example2-R.txt
unit7-example1-R.txtunit10-example1-R.txt – unit10-example2-R.txt – unit10-example4-R.txt
unit11-example1-R.txt

Other important sites

Gamerman and Lopes’s (2007) MCMC: Stochastic simulation for Bayesian Inference
The R project
WinBUGS project