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