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Computational Statistics and Econometric Modelling - ECON4308 | |||||||||||||||||||||||||||||||||||||||||||||||
Description The purpose of this course is to introduce computationally intensive statistical and econometric methods to carry out inference – estimation, hypothesis testing, confidence intervals and prediction – for complex models used in the Social Sciences. The course will provide an introduction to Bayesian inference using Markov Chain Monte Carlo simulation, simulated methods of moments estimation, and bootstrap methods. Examples and case studies of the application of the methodology will also be provided.
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