# ECON 400 Course Notes

## Lecture Notes By Topic¶

These notes are intended for my students and are a synthesis of numerous sources including:

- Bayesian Data Analyis, 3rd Edition (Gelmen et al.)
- Conteporary Bayesian Econometrics and Statistics (Geweke)
- Series of blog posts
- Thomas Wiecke (http://twiecki.github.io/)
- Jake Vanderplas (https://jakevdp.github.io/)

- Selected lecture notes by Patrick Lam (http://www.patricklam.org/)

Of course, all errors are my own.

### Preliminaries and Review¶

Please install Anaconda Python following these instructions.

- Maximum Likelihood (from ECON407).
- Python Numpy Linear Algebra
- Python Pandas Basics
- Python Statistical Functions in Scipy Basics.

### Bayesian Statistics and Python¶

- Sampling Methods and Frequentist Statistics
- Introduction to Bayesian Statistics
- Bayes Rule and Monte Carlo Markov Chains
- Properties of MCMC
- Convergence Diagnostics
- Inference
- Introduction to PyMC3
- Sampling Methods

### Some Models¶

- Heirarchical Models
- Multinomial Probit
- Time Series Applications
- Switching Models
- Time Series Models