Search found 18 matches

by awatt43
Wed Aug 30, 2017 3:24 am
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 36
Views: 10967

Re: Large Bayesian VAR

Hi there,
I keep getting the following error "Matrix-Vector index is out of range" what does this refer to?
Thanks,
Abi
by awatt43
Wed Aug 23, 2017 12:24 am
Forum: Estimation
Topic: BVAR
Replies: 5
Views: 2026

Re: BVAR

Thanks for recommending the LBVAR add in. Is there any literature around the add in? I have read the paper that the add in is based on and I am a little lost as to the 'number of horizons' and 'number of MC draws' in the specification.
by awatt43
Tue Aug 22, 2017 1:58 am
Forum: Estimation
Topic: BVAR
Replies: 5
Views: 2026

Re: BVAR

Hi there,

I am estimating a large BVAR in EViews with 18 variables, a 12 lag structure and N-W priors.

Has anyone else encountered EViews crashing with this level of computation or is it a problem on my end?

Thanks,
Abi

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