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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://www.mathworks.com/matlabcentral/fileexchange/61059-bayesian-gtre-models), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.1.0.0 (16.6 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.1.0.0 | Deleted code lines in Simulate.m file, which can cause errors if one does not have mpsrf function implemented.
|
||
| 1.0.0.0 | Minor changes in description. Minor changes in description
|
