Links Plus Chapter-Specific Data and Programs:



Bayesian Econometric Methods

Preliminary Stuff:

Step #1: There are several m-files that we know are called upon in order to implement some of the exercises in the various chapters. Many of these have been written by us, though some may overlap with those perviously found in Jim LeSage's website, LeSage's MATLAB m-files. (Many of these can be found under the "view functions" link). The miscellanous m-files that you will need in order to excecute the chapter-specfic programs can be obtained from the three links below:

Miscellaneous m-files#1,

Miscellaneous m-files #2.

Miscellaneous m-files #3


IMPORTANT NOTE #1: You can save the downloaded files in the "work" folder within the MATLAB directory. Alternatively, you could save them to a different folder and then add the location of that folder to MATLAB's PATH.


IMPORTANT NOTE #2: It has been called to our attention that some of the programs included below did not work when executed. This seems to be related to the updating of some of the files on Jim LeSage's website (see above), so that our existing code is not directly compatible with the newest version of these files. It is our recommendation, therefore, that you first only download the m-files in the three links above in order to execute the chapter-specific programs listed below. If you do visit and download files from LeSage's website, either do not overwrite the files provided in the three links above, or recognize that if you do overwrite these files, some "re-tooling" may be necessary in order to get the programs below to work. If difficulties still exist, please contact us.

Step #3: Links to M-files for Exercises by Book Chapter:

NOTE: When clicking on the various exercises located in the navigation bar to the left, the MATLAB m-files MAY automatically load into your MATLAB editor if you have MATLAB installed on your computer. (If given the option, choose "open with the default application.") Otherwise, the files may open as text files in the browser. If this is the case, choose to save the file in the desired location and then view/ edit / execute the program after loading MATLAB. Finally, if you encounter an error when running a program, the most likely source of the error is that you have not downloaded all of the necessary m-files. Please see the three links above to obtain these supporting files. Contact us if problems persist or an error in the code is suspected.

Finally, note that we make no claims regarding the efficiency of the code provided. Our primary goal with these m-files is to provide (hopefully)
error-free code that is reasonably transparent and well-documented. Those researchers who are interested in implementing the posterior simulators can then understand what is involved with the programs and refine them as necessary or desired.