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by psanchez6886
Thu Mar 28, 2019 5:33 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 36
Views: 10762

Re: Large Bayesian VAR

Hi Dakila, I am currently using the feature and it works very well. I was just wondering however, whether there is a way to run RMSE or MAE tests for the estimated LBVAR and whether it is possible to specify another structural estimation besides Cholesky and Generalised.

Thank you in advance

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