Page 3 of 3

Re: Large Bayesian VAR

Posted: Wed Feb 06, 2019 4:34 am
by dakila
You should upgrade the eviews to version 10.

Re: Large Bayesian VAR

Posted: Tue Feb 26, 2019 12:02 pm
by GEMOATH
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

Re: Large Bayesian VAR

Posted: Wed Feb 27, 2019 5:26 am
by dakila
Could you be more specific?
Can you run the example file, for example lbvar_ex0.prg?

Re: Large Bayesian VAR

Posted: Thu Mar 28, 2019 5:33 am
by psanchez6886
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