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Windows Software for Bayesian MCMC Computations

Siddhartha Chib ()
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Siddhartha Chib: Washington University

No 831, Computing in Economics and Finance 1999 from Society for Computational Economics

Abstract: This talk discusses and illustrates a software environment for conducting Bayesian calculations for a variety of models including those for discrete and panel data. The software is self-contained and provides spreadsheet/ graphics facilities for manipulating both input and output data from the MCMC simulations. A version of this software can be downloaded from the web where it forms part of the BACC project that is conducted in collaboration with John Geweke.

Date: 1999-03-01
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf9:831

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More papers in Computing in Economics and Finance 1999 from Society for Computational Economics CEF99, Boston College, Department of Economics, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
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