Bayesian Econometric Methods, 2nd Edition: Data and Code
Joshua Chan |
Gary Koop |
|
Dale J. Poirier |
Justin L. Tobias |
Welcome to the website for the 2nd Edition of Bayesian Econometric Methods! If you seek files or information from the first edition, please click here: Bayesian Econometric Methods, 1st Edition.
This website hosts the data sets and code used in the exercises of our text. Below are links to the various chapters of the book; these links will take you to a separate page that enumerates the exercises contained in that chapter along with the accompanying Matlab programs and data.
Before dowloading any materials associated with the second edition, we first strongly recommend that you download all the "Miscellaneous m-files" on the first-edition's website: miscellaneous m-files. Many of the programs contained in the links below will call upon some of these m-files, and thus will not execute without them. In addition to the code contained here, James LeSage has posted a variety of useful Matlab programs and links to other programs on his econometrics toolbox page: LeSage Econometrics Toolbox, and we strongly encourage readers of our text to visit and make use of the materials on his site. Also, a list of known Errata in the text can be found here.
Finally, you are welcome to use and/or modify the code contained in the links below. However, if you do so, please cite our text in your work: Chan, J., Koop, G., Poirier, D.J. and Tobias, J.L. (2019). Bayesian Econometric Methods (2nd edition). Cambridge: Cambridge University Press.
Chapter 11 | Chapter 12 | Chapter 13 | Chapter 14 |
Chapter 15 | Chapter 16 | Chapter 17 | Chapter 18 |
Chapter 19 | Chapter 20 | Errata |