This page provides links to data and code for examples used in the book Contemporary Bayesian Econometrics and statistics written by John Geweke and published by Wiley in 2005.
The following three data sets are used extensively in the book:
Most of these examples make substantial use of the Bayesian Analysis, Computation and Communication (BACC) library, which is designed and built as a plug-in extension for several popular mathematical/statistical software packages, including Matlab and Splus.
We have bundled the BACC library together with our data and code into a zip file below. There are two available versions, one for Matlab and the other for Splus, and both are for the Windows operating system (Unix versions will also become available later). Each zip file also contains a 'readme.txt' file, which gives some useful information on how to set up and run the code.