Project

Bayesian Econometrics Software - http://bayeconsoft.com/

Goal: Bayesian Econometrics Software (BayES) is a software designed to make Bayesian inference for the uninitiated easy. Development started as a proof-of-concept exercise back in 2011. I have been working on it in my spare time ever since and it has now grown to become a complete software package.

You can download and use it for free from http://bayeconsoft.com/

COMMENTS WELCOME!

Methods: Bayesian Inference, Bayesian Econometrics, C++, Gibbs Sampling

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Project log

Grigorios Emvalomatis
added an update
Version 2.2 of BayES introduces latent-class models. Alternative latent-class specifications are currently available for the linear regression model, but they will soon be implemented for non-linear models.
 
Camilo Reyes
  • 15.34
  • The Commonwealth Scientific and Industrial Research Organisation
Recomend the software for quick results and analysis, still trying to understand the language but very intresting software
 
John N. Ng'ombe
  • 26.86
  • North Carolina Agricultural and Technical State University
It's a powerful tool!
 
Grigorios Emvalomatis
added an update
With considerable delay, version 1.11 has been released. This version provides:
  • additional functionality for multinomial and conditional Probit models
  • functions to estimate multinomial and conditional Logit models and to calculate the marginal effects from these models
As always, comments are very welcome!
 
Grigorios Emvalomatis
added an update
Version 1.10 of BayES has been released. This version:
  • fixes yet more bugs
  • provides basic support for multinomial and conditional Probit models
 
Grigorios Emvalomatis
added an update
Version 1.8 of BayES has been released. This update provides functions for estimating binary Probit and Logit models with random effects. Marginal effects from this type of models can be calculated either marginally with respect to unobserved heterogeneity or conditionally on the group effects being equal to zero.
 
Grigorios Emvalomatis
added an update
Version 1.7 of BayES has been released. This version:
  • provides functions for calculating summary statistics per group in panel datasets
  • fixes a bug in the multiplot function, which is used to draw multiple plots per figure window
 
Grigorios Emvalomatis
added an update
Version 1.5 of BayES has been released. Minor changes have been made to the software, but the website now contains a link to a very early draft of a document that is planned to develop into a textbook in Bayesian econometrics.
 
Grigorios Emvalomatis
added an update
Version 1.2 has been released. This version:
> fixes yet more bugs
> provides basic support for string (text) variables
> introduces functions for taking lags and differences in time-series and panel data
 
Grigorios Emvalomatis
added an update
Version 1.1 of BayES is already out:
> it fixes some bugs
> it introduces support for multiple plots per figure window
> it integrates mouse events better with the GUI
 
Grigorios Emvalomatis
added a project goal
Bayesian Econometrics Software (BayES) is a software designed to make Bayesian inference for the uninitiated easy. Development started as a proof-of-concept exercise back in 2011. I have been working on it in my spare time ever since and it has now grown to become a complete software package.
You can download and use it for free from http://bayeconsoft.com/
COMMENTS WELCOME!