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Review of PCBRAP

Gary Koop

Journal of Applied Econometrics, 1992, vol. 7, issue 1, 105-07

Abstract: PCBRAP (Bayesian Regression Analysis Package for the Personal Computer) is a computer program designed by Carlos de Silva, John Abowd, Brent Moulton, and Arnold Zellner to perform Bayesian analysis of the linear regression model with normal errors. It also contains numerical integration facilities for analyzing more general types of models. Because the numerical integration package is intended for analyzing a different class of problems than PCBRAP proper, and requires different software, the two parts of PCBRAP are kept separate for the purposes of discussion. This review is divided into four sections: Section 1 describes what PCBRAP can do; Section 2 discusses PCBRAP's technical aspects; Section 3 describes the accompanying manuals for PCBRAP; and Section 4 gives commercial information for those interested in purchasing the package. Copyright 1992 by John Wiley & Sons, Ltd.

Date: 1992
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