Bayesian GTRE models
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 (2025). Bayesian GTRE models (https://www.mathworks.com/matlabcentral/fileexchange/61059-bayesian-gtre-models), MATLAB Central File Exchange. Retrieved .
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