Bayesian GTRE models

Versione 1.1.0.0 (16,6 KB) da Kamil Makiela
Generalized True Random-Effects Models - codes for estimation
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Aggiornato 7 apr 2017

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Codes are provided as supplementary materials to:
Makiela K. (2017). Bayesian Inference and Gibbs Sampling in Generalized True Random-Effects Models, Central European Journal of Economic Modelling and Econometrics 9(1): 68-95.
Run "start_up" file to simulate. Comments are given in m-files. Further commentary will be provided if needed (at this moment I am not really sure what to describe and what not to).
Output files for each simulation (A,B,C,D) are provided in a sub-folder, which is named after exact time of the simulation start:
"simulation" - file with BSFA data structure which contains the whole simulation
"results" - file with res1, res2 results summary matrices
"cusum" - file contains data used to build cusum path plots

Cita come

Kamil Makiela (2025). Bayesian GTRE models (https://it.mathworks.com/matlabcentral/fileexchange/61059-bayesian-gtre-models), MATLAB Central File Exchange. Recuperato .

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Simulation_GTRE/

Versione Pubblicato Note della release
1.1.0.0

Deleted code lines in Simulate.m file, which can cause errors if one does not have mpsrf function implemented.
Updated information regarding source article.
1.0.0.0

Minor changes in description.

Minor changes in description
Minor changes