Econometrics
Bayesian Econometrics Intensive
Specify priors transparently, sample with Stan, and compare Bayesian outputs to frequentist baselines.
Small cohort format for participants comfortable with probability. Prior elicitation exercises use real stakeholder interviews (simulated) and convergence diagnostics are treated as mandatory storytelling, not afterthoughts.
- Format
- Blended cohort
- Duration
- 7 weeks · blended
- Level
- Advanced
- Software
- R, Python
- Topic
- Bayesian
- Tuition
- 13,800 THB · informational until admissions confirms
What is included
- Stan models with commented prior rationale blocks
- Sensitivity grids documented in appendices
- Comparison labs against OLS baselines on identical splits
- Office hours on divergent transitions and what to tell managers
Outcomes you can evidence
- Document priors so a skeptical frequentist can follow
- Read trace plots with a checklist, not vibes
- Explain when Bayes helps versus when it is ornamentation
Lead contact
Dr. Helena Vogt
Bayesian macro forecaster; contributes open course notes on prior documentation.
Participant voices
Bayesian Econometrics Intensive is the first place priors felt ethical, not decorative.
Questions we expect
Ready to talk fit?
Request information Admissions responds with prerequisites and employer letter options.