About these notes

These notes synthesize a Bayesian approach to econometrics for undergraduates. Students are exposed to probabilistic modeling commonly taught at a graduate level.

These notes draw heavily from various sources such as

• Bayesian Data Analysis (Chapman & Hall/CRC Texts in Statistical Science) 3rd Edition, Gelman et al.

• Online resources from blogs by

  • Thomas Wiecke

  • Jake Vanderplas

• Selected lecture notes by Patrick Lam

• PyMC project examples