This repository consists of different simulation techniques and Bayesian Inference. The material is from ECMT3170:Computational Econometrics I have done. The format of the code is not that good (clearly I am a bad designer) but I just coding for fun (enjoy it!).
2. Simulating critical values: Power and size studies
4. Subsampling: Randomisation tests
5. Simulated Maximum Likelihood
6. Simulated Method of Moments
8. Bayesian analysis - Introduction; Monte Carlo integration
9. Bayesian analysis - Linear regression
10. Bayesian analysis - Markov Chain Monte Carlo methods; Gibbs sampling