Last modified: 2005 Jun 28

Bayesian Econometrics

• Bayesian inference and Markov chain Monte Carlo

  Author: Peter Lenk
  Date: 
  Archived 20050628: MCMC.zip doc textbook
  

  Comment: see Lenk's download page for documentation and more code.
• Bayesian Inference from Weighted Likelihood Bootstrap
  Uses the weighted maximum likelihood feature together with an SIR, a Sample-Importance-Resample method, to generate a simulation of the Bayesian posterior distribution of the parameters.

  Author: Ron Schoenberg
  Date: 199504..
  

  Comment: requires the GAUSS Maximum Likelihood (MAXLIK) application module
• Bayesian Inference from Constrained Weighted Likelihood Bootstrap
  Uses the weighted maximum likelihood feature together with an SIR, a Sample-Importance-Resample method, to generate a simulation of the Bayesian posterior distribution of the parameters.

  Author: Ron Schoenberg
  Date: 199504..
  

  Comment: requires the GAUSS Constrained Maximum Likelihood (CML) application module