Search found 3 matches

by anranal
Thu Nov 23, 2017 9:01 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3525

Re: Large Bayesian VAR

What is your Eviews version? Can you run a example of the lbvar add-in? Sample size should not include the missing observations. Training sample should be at least 30-40. I used Eviews8.0 to estimate the model. When I update Eviews to the latest version,everything goes well. Much appreciation!
by anranal
Tue Nov 21, 2017 6:46 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3525

Re: Large Bayesian VAR

I have create random walk prior vector irw following LBVAR.pdf and fill it in the dialog box.
The data contains 39 variables from 2005m7 to 2017m8. Further, are there some rules in setting training sample and sample size?
Much appreciation for your reply!
by anranal
Tue Nov 21, 2017 9:17 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 28
Views: 3525

Re: Large Bayesian VAR

I keep getting the following error Dot,diagonal and solve require a vector argument" what does this refer to?

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