This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_koop.shtml.
Koop, Bayesian Econometrics
Koop, Bayesian Econometrics
The attached zip has the examples from Gary Koop's Bayesian Econometrics, Wiley 2003. These are fairly advanced RATS programs as they are (with a few exceptions) examples of Markov Chain Monte Carlo techniques (Gibbs sampling, Independence Chain and Random Walk Metropolis-Hastings). The Bayesian Econometrics e-course (see http://www.estima.com/courses_completed.shtml for more) goes through most of these examples in detail.
This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_koop.shtml.
This book is available for purchase from Estima. For more information, see http://www.estima.com/textbook_koop.shtml.
Last bumped by TomDoan on Thu Jun 28, 2012 3:41 pm.