hierarchicalbayes

Version 1.0.0 (6.99 MB) by Dimitris Korobilis
MATLAB code that demonstrates hierarchical priors for shrinkage and variable selection. Follows the monograph Korobilis, D. and Shimizu, K.
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Updated 4 Jun 2025
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Cite As

Dimitris Korobilis (2025). hierarchicalbayes (https://github.com/korobilis/hierarchicalbayes/releases/tag/v1.0.0), GitHub. Retrieved June 10, 2025.

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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BayesHDTE

BayesHDTE/BayesMethods

BayesHDTE/BayesMethods/functions

BayesHDTE/BayesMethods/original_approach

BayesHDTE/FreqMethods

BayesHDTE/FreqMethods/PenalizedToolBox

BayesHDTE/FreqMethods/PenalizedToolBox/helpfiles

BayesHDTE/FreqMethods/PenalizedToolBox/internals

BayesHDTE/FreqMethods/PenalizedToolBox/jss

BayesHDTE/FreqMethods/PenalizedToolBox/jss/jsstable

BayesHDTE/FreqMethods/PenalizedToolBox/models

BayesHDTE/FreqMethods/PenalizedToolBox/models/@glm_base

BayesHDTE/FreqMethods/PenalizedToolBox/models/@glm_gaussian

BayesHDTE/FreqMethods/PenalizedToolBox/models/@glm_logistic

BayesHDTE/FreqMethods/PenalizedToolBox/models/@glm_multinomial

BayesHDTE/FreqMethods/PenalizedToolBox/models/@glm_poisson

BayesHDTE/FreqMethods/PenalizedToolBox/models/@link

BayesHDTE/FreqMethods/PenalizedToolBox/penalties

Causal Inference

Causal Inference/Abortion

Causal Inference/EminentDomain

Causal Inference/Institutions

Linear Regression

Linear Regression/functions

Linear Regression/functions/priors

Synthetic experiments/cond_vs_uncond

Synthetic experiments/cond_vs_uncond/functions

Synthetic experiments/cond_vs_uncond/functions/priors

Time-varying parameter models

Time-varying parameter models/MODELS

Time-varying parameter models/functions

VARs

VARs/MODELS

VARs/data

VARs/data/Old_data

VARs/functions

Version Published Release Notes
1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.