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1. Introduction-to-Slice-Sampler Introduction-to-Slice-Sampler Public

   Introduce slice sampler. A very simple case is given. I use slice sampler to sample a Gamma distribution, a distribution which density is known up to an unknown constant, and a Student -t distribut…

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2. MCMC-for-Linear-Regression MCMC-for-Linear-Regression Public

   Use Markov Chain Monte Carlo (MCMC) method to fit a linear regression. This is a simple version of my proposed linear regression model with mixture distributions.

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3. MCMC-estimation-of-stochastic-volatility-model MCMC-estimation-of-stochastic-volatility-model Public

   Use Markov Chain Monte Carlo (MCMC) method to fit a stochastic volatility model

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4. MCMC-estimation-of-logistic-regression-models MCMC-estimation-of-logistic-regression-models Public

   Use Markov Chain Monte Carlo (MCMC) method to fit a logistic regression model. This is a simple version of my proposed threshold logistic regression model.

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5. MCMC-estimation-of-GARCH-models MCMC-estimation-of-GARCH-models Public

   Use Markov Chain Monte Carlo (MCMC) method to fit Garch models

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6. MCMC-estimation-of-stochastic-conditional-duration-models MCMC-estimation-of-stochastic-conditional-duration-models Public

   Use Markov Chain Monte Carlo (MCMC) method to fit stochastic conditional duration model