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As mentioned in the latest post on ABC, I am giving a short doctoral course on ABC methods and convergence at CREST next week. I have now made a preliminary collection of my slides (plus a few from Jean-Michel Marin’s), available on slideshare (as ABC in Roma, because I am also giving the course in Roma, next month, with an R lab on top of it!):
and I did manage to go over the book by Gouriéroux and Monfort on indirect inference over the weekend. I still need to beef up the slides before the course starts next Thursday! (The core version of the slides is actually from the course I gave in Wharton more than a year ago.)
Filed under: Books, R, Statistics, Travel, University life Tagged: ABC, CREST, graduate course, indirect inference, Malakoff, model choice, Paris, PhD, R, Roma, summary statistics
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