Data marginal log-likelihood

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Nas1
Posts: 46
Joined: Thu Sep 06, 2012 5:20 am

Data marginal log-likelihood

Postby Nas1 » Tue Apr 28, 2015 4:24 am

Hello,

I am getting Data marginal log-likelihood equal zero every time I estimate the BVAR .
Kindly look at this issue. I am using Eviews 9.

Regards,

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Data marginal log-likelihood

Postby EViews Gareth » Tue Apr 28, 2015 8:53 am

Can you provide more details?

EViews doesn't provide a data marginal log-likelihood, so I'm not sure I know what you are talking about.
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Nas1
Posts: 46
Joined: Thu Sep 06, 2012 5:20 am

Re: Data marginal log-likelihood

Postby Nas1 » Tue Apr 28, 2015 9:56 am

Hello,
at the moment, i dont have access to eviews9. however, if you estimate the BVAR with Sims-Zha and IW prior, eviews report the following :
Data marginal log-likelihood, Data marginal log posterior, and Coef marginal posterior estimate. in every estimation, I get marginal log-likelihood equal zero.

EViews Gareth
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Re: Data marginal log-likelihood

Postby EViews Gareth » Tue Apr 28, 2015 10:01 am

Ah, got it. Thanks.
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Nas1
Posts: 46
Joined: Thu Sep 06, 2012 5:20 am

Re: Data marginal log-likelihood

Postby Nas1 » Thu Apr 30, 2015 2:14 am

kindly, any suggestions??

EViews Gareth
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Re: Data marginal log-likelihood

Postby EViews Gareth » Thu Apr 30, 2015 6:18 am

We're working on it.
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