Search found 2 matches
- 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...
- 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...