Adaptive Markov chain Monte Carlo sampling and estimation in Mata
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- Matthew J. Baker, 2014. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Working Papers 3, City University of New York Graduate Center, Ph.D. Program in Economics.
- Matthew J. Baker, 2013. "Adaptive Markov chain Monte Carlo sampling and estimation in Mata," Economics Working Paper Archive at Hunter College 440, Hunter College Department of Economics.
References listed on IDEAS
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More about this item
Keywordsamcmc(); amcmc_*(); bayesmixedlogit; mcmccqreg; Mata; Markov chain Monte Carlo; drawing from distributions; Bayesian estimation; mixed logit;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
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