MCMCPOSTPROC: RATS procedure to calculate sample statistics from MCMC realizations

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Post processor for Markov Chain Monte Carlo statistics. Computes means, standard errors, numerical standard errors and CD measures for each component in an input SERIES[VECT] with the generated statistics.

Language: RATS
Requires: RATS 6.20
Keywords: Bayesian; methods (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/mcmcpostproc.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00121

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