BEGIN:VCALENDAR
VERSION:2.0
PRODID:https://www.diw.de/de/diw_01.c.806339.de/veranstaltungen.html
METHOD:PUBLISH
CALSCALE:GREGORIAN
BEGIN:VEVENT
UID:diw_01.c.890524.en
LOCATION:Karl Popper Room,DIW Berlin,2.3.020,Anton-Wilhelm-Amo-Strasse 58,10117 Berlin
SUMMARY:Bayesian Approaches to the Analysis of Panel Data
DESCRIPTION:Day 1: 09:30 - 17:15hDay 2: 09:30 - 12:45h  // This course provides a self-contained introduction to Bayesian analysis of panel data models. We will start with an introduction to Bayesian inference, covering the basic building blocks, which involve inference in a heteroskedastic linear regression model and Gibbs sampling to generate draws from the posterior distribution. Moreover, we will consider nonparametric inference. We then proceed with Bayesian and empirical Bayes inference on a vector of means with particular emphasis on the determination of hyperparameters of the prior distribution. We combine the pieces to analyze linear and nonlinear panel data models. Finally, we consider the estimation of two-way effects models for matched data sets, e.g., student-teacher or firm-employee data sets. Much of the course draws from my recent research on these topics, in particular the papers listed below.
DTSTART;VALUE=DATE:20240603T220000Z
DTEND;VALUE=DATE:20240605T220000Z
DTSTAMP:20230511T220000Z
URL:https://www.diw.de/en/diw_01.c.890524.en/events/bayesian_approaches_to_the_analysis_of_panel_data.html
ORGANIZER;CN=Daniela Centemero:mailto:dcentemero@diw.de
END:VEVENT
END:VCALENDAR