Bayesian GTRE models

Version 1.1.0.0 (16.6 KB) by Kamil Makiela
Generalized True Random-Effects Models - codes for estimation
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Updated 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

Cite As

Kamil Makiela (2026). Bayesian GTRE models (https://se.mathworks.com/matlabcentral/fileexchange/61059-bayesian-gtre-models), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2014b
Compatible with any release
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Simulation_GTRE/

Version Published Release Notes
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