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15-042/III - The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

  • Authors
    Nalan Basturk, Maastricht University , the Netherlands; Stefano Grassi, University of Kent, United Kingdom; Lennart Hoogerheide, VU University Amsterdam, the Netherlands; Anne Opschoor, VU University Amsterdam, the Netherlands; Herman K. van Dijk, Erasmus University Rotterdam, the Netherlands
  • Publication date
    March 30, 2015
  • Keywords
    finite mixtures, Student-t densities, importance sampling, MCMC, Metropolis-Hastings algorithm, expectation maximization, Bayesian inference, R-software
  • JEL
    C01, C11, C87