Large Bayesian VAR

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dakila
Posts: 358
Joined: Tue Nov 24, 2015 4:57 pm

Re: Large Bayesian VAR

Postby dakila » Wed Feb 06, 2019 4:34 am

You should upgrade the eviews to version 10.
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GEMOATH
Posts: 3
Joined: Tue Jan 29, 2019 2:22 am

Re: Large Bayesian VAR

Postby GEMOATH » Tue Feb 26, 2019 12:02 pm

Hi Dakila,

thank you for reply.
As you suggested I upgraded to Eviews 10.
However it returns me the message: Error 14 in the encrypted program.
Could you please guide me?

Thank you for your time
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dakila
Posts: 358
Joined: Tue Nov 24, 2015 4:57 pm

Re: Large Bayesian VAR

Postby dakila » Wed Feb 27, 2019 5:26 am

Could you be more specific?
Can you run the example file, for example lbvar_ex0.prg?
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psanchez6886
Posts: 1
Joined: Tue Mar 26, 2019 9:04 am

Re: Large Bayesian VAR

Postby psanchez6886 » Thu Mar 28, 2019 5:33 am

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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