Over the years, I included material on Bayesian Econometrics in various courses that I taught - especially at the grad. level. I retired from teaching last year, and I thought that some of you might be interested in the slides that I used when I taught a Bayesian Econometrics topic for the last time.
I hope that you find them useful - just click on the numbers below.
1. General Background2. Constructing Prior Distributions
3. Properties of Bayes Estimators and Tests
4. Bayesian Inference for the Linear Regression Model
5. Bayesian Computation
6. More Bayesian Computation
7. Acceptance-Rejection Sampling
8. The Metropolis-Hastings Algorithm
9. Model Selection - Theory
10. Model Selection - Applications
11. Consumption Function Case Study