Computational Econometric Methods

• Course literature

  Note that the course literature can be changed up to two months before the start of the course.

  Chan, Koop, Poirier, Tobias (2019) ‘Bayesian Econometric Methods, 2nd Edition’ (ISBN-13: 978-1108437493, ISBN-10: 1108437494)

  Koop (2003) ‘Bayesian Econometrics’ (ISBN-13: 978-0470845677, ISBN-10: 0470845678)

  Kroese and Chan (2013) ‘Statistical Modeling and Computation’ (ISBN-13: 978- 1461487760, ISBN-10: 1461487765) (available from Stockholm University Library as an ebook: https://libris.kb.se/bib/16372628)

  Pesaran (2005) ‘Time Series and Panel Data Econometrics’ (available from Stockholm University Library as an ebook: https://libris.kb.se/bib/19371911)