GIBBS SAMPLING FOR SARMA MODELS Mohamed A. Ismail * and Ayman A. Amin ** Working Paper No. 7 2010 * Faculty of Economics and Political Science, Statistics Department, Cairo University, Egypt, and consultant, Economic Issues Program (EIP), Information and Decision Support Center (IDSC) of the Egyptian Cabinet, Cairo, Egypt (email: m.ismail@idsc.net.eg). ** Faculty of Commerce, Statistics Department, Menoufia University, Menoufia, Egypt (email: aymanamin2008@yahoo.com). This study was presented at the Inauguration Conference for Launching Information and Decision Support Center-Working Paper Series (IDSC-WPS), held on Sunday 28 March 2010, in Cairo, Egypt. The contents of the study and opinions expressed are the sole responsibility of the author(s) and do not necessarily reflect the views of the IDSC.