Bayesian VAR

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amouna82
Posts: 5
Joined: Thu Jan 01, 2015 11:10 am

Bayesian VAR

Postby amouna82 » Thu Jan 15, 2015 6:08 am

Hi,

I have used the add-in ot estimate a BVAR with Eviews 7 and now I have Eviews8, where BVAR estimation is possible.
The problem is that Eviews8 does not give the credibility intervals (bayesian confidence intervals). Does anybody know how to compue them?

Thank you

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