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- Sat Mar 29, 2014 10:37 am
- Forum: Estimation
- Topic: Example of user-specified priors for Bayesian VAR
- Replies: 0
- Views: 1324
Example of user-specified priors for Bayesian VAR
Does anyone have an example on this? Bayesian VAR with user-provided priors (Prior type Litterman/Minnesota). From the user's guide "Coefficient means. Fill in the edit box with the name of a vector in the workfile containing a prior mean for the coefficients. Coefficient covariance. If desired...