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,
Data marginal log-likelihood
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13308
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Data marginal log-likelihood
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.
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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Re: Data marginal log-likelihood
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.
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.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13308
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Data marginal log-likelihood
kindly, any suggestions??
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13308
- Joined: Tue Sep 16, 2008 5:38 pm
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