Workshop Bayesian Econometrics and Statistics 25th September 2014

The application of Bayesian methods to economic data is a quickly developing area of statistics. There is a broad variety of models, from low- to high-dimensional parametric, including time-dependent and time-independent regressors, assuming homogeneous or inhomogeneous Markov processes, analyzing single or multiple spell and panel data, assuming multiplicative or additive expectations and considering time-discrete and time-continuous Markov processes. The purpose of this workshop is to learn extending data analysis to new losses and utilities and enabling data analysis for common losses where models pose numerical challenges. The workshop aims to summarize the development and application of Bayesian econometrics and statistics in the last decade, to provide a forum for researchers and PhD students to exchange and discuss the frontiers of future research in their subject area. 

Speakers
Claudia Czado, Friedrich Liese, Christian Pigorsch, Rafael Weißbach 

Venue:
Campus Ulmenstraße 69, house I, room 224

For further information 
Tel. ++49 (0)381 498 4429 
E-Mail: marion.hesse@uni-rostock.de