[Gretl-users] Bayesian approach in Gretl?

[Mariusz Doszyń]

Now, what happens if your priors are not Gaussian? Let us just assume for
the moment that we find a sensible way to let the user say something like
"\beta_1 is N(0,1), \beta_2 is a uniform and \beta_3 is, conditionally on
\beta_1 and \beta_2, a gamma with parameters \beta_1^2 and
floor(4*\beta_2+1)." (Just kidding.)

Hello,
I'm aware that it is hard to do. I was just wondering if something like this 
could be started in Gretl..... If I work out something interesting I'll send 
it to you....
Best wishes,
Mariusz Doszyń
Poland