Large Bayesian VAR

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anranal
Posts: 3
Joined: Tue Nov 21, 2017 6:05 am

Re: Large Bayesian VAR

Postby anranal » Tue Nov 21, 2017 9:17 am

I keep getting the following error Dot,diagonal and solve require a vector argument" what does this refer to?

dakila
Posts: 271
Joined: Tue Nov 24, 2015 4:57 pm

Re: Large Bayesian VAR

Postby dakila » Tue Nov 21, 2017 4:07 pm

Did you create random walk prior vector before the estimation?
Could you provide the data file and description of the model?

anranal
Posts: 3
Joined: Tue Nov 21, 2017 6:05 am

Re: Large Bayesian VAR

Postby anranal » Tue Nov 21, 2017 6:46 pm

I have create random walk prior vector irw following LBVAR.pdf and fill it in the dialog box.
The data contains 39 variables from 2005m7 to 2017m8. Further, are there some rules in setting training sample and sample size?
Much appreciation for your reply!

dakila
Posts: 271
Joined: Tue Nov 24, 2015 4:57 pm

Re: Large Bayesian VAR

Postby dakila » Wed Nov 22, 2017 2:55 pm

What is your Eviews version? Can you run a example of the lbvar add-in? Sample size should not include the missing observations. Training sample should be at least 30-40.

anranal
Posts: 3
Joined: Tue Nov 21, 2017 6:05 am

Re: Large Bayesian VAR

Postby anranal » Thu Nov 23, 2017 9:01 am

dakila wrote:What is your Eviews version? Can you run a example of the lbvar add-in? Sample size should not include the missing observations. Training sample should be at least 30-40.


I used Eviews8.0 to estimate the model. When I update Eviews to the latest version,everything goes well.
Much appreciation!


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