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by yoz2k3
Fri May 10, 2013 5:50 am
Forum: Add-in Support
Topic: Bayesian VAR
Replies: 63
Views: 157572

Re: Bayesian VAR

Hi Gareth, Esther, Thanks for this add-in, it is really useful and the interface is friendly and does pretty much all the work. I have some questions though: 1) is there any chance to get into this add-in the possibility to create the std error bands for the IRFs graph? 2) is there any chance to get...
by yoz2k3
Sun Oct 24, 2010 7:32 am
Forum: Econometric Discussions
Topic: Generating error terms for MC simulation
Replies: 1
Views: 2761

Generating error terms for MC simulation

Hi, I am trying to model the probability of default by a logistic regression using some macro variables as independent variables. The thing is that, after I calibrate the model, I want to perform a Monte Carlo simulation and plot the distribution of the probability of default. As I want to make a us...

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