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Fri, Jan 20, 2017 @ 09:00 AM   $615   Davis Auditorium, Columbia University, 530 W 120th St, 4th Fl (campus level), room 412
 
     
 
 
              

      
 
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<P>This class assumes basic familiarity with Stan, Bayesian Inference, and R. If you are new to Stan, consider taking the Introduction to Stan on January 19th. You can buy a two-day ticket <A HREF="https://www.eventbrite.com/e/introduction-to-bayesian-inference-with-stan-tickets-28642976915" TARGET="_blank" REL="noopener noreferrer noopener noreferrer noopener noreferrer">here</A>.<BR></P>
<P CLASS="p1"><SPAN CLASS="s1">In this class, we'll cover the implementation of a few workhorse econometric models in Stan. If you are new to Stan, we recommend that you take the Introduction to Bayesian Inference with Stan on January 19.</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">Morning session:</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">- Cross-sectional models: simultaneous equations, SUR, instrumental variables. Hierarchical priors and meta-analysis.</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">Middle session:</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">- Working with panel data. Fixed vs random effects models, with and without instrumental variables.</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">Afternoon session:</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">- Multivariate time series. Vector Autoregression, Structural Vector Autoregression, and time-varying-parameters.</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">About your instructor:</SPAN></P>
<P CLASS="p1"><SPAN CLASS="s1">Jim Savage is an industry economist and data scientist. He is currently the data science lead at fintech startup Lendable.</SPAN><SPAN CLASS="s1">Before that, he was an economics lecturer and research economist in Australia. He writes a blog on statistical workflow</SPAN><SPAN CLASS="s1">here.</SPAN></P>
 
 
 
 
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