Hi,
I have used the add-in ot estimate a BVAR with Eviews 7 and now I have Eviews8, where BVAR estimation is possible.
The problem is that Eviews8 does not give the credibility intervals (bayesian confidence intervals). Does anybody know how to compue them?
Thank you
Search found 5 matches
- Thu Jan 15, 2015 6:08 am
- Forum: Add-in Support
- Topic: Bayesian VAR
- Replies: 0
- Views: 4272
- Sat Jan 10, 2015 2:08 am
- Forum: Estimation
- Topic: Bayesian VAR credibility interval
- Replies: 7
- Views: 6356
Re: Bayesian VAR credibility interval
Yes. It is true, the posterior distribution is normal because I am using Minessota priors. But How can I extract the standard errors?
- Fri Jan 09, 2015 2:23 pm
- Forum: Estimation
- Topic: Bayesian VAR credibility interval
- Replies: 7
- Views: 6356
Re: Bayesian VAR credibility interval
Could you please answer to my question? Thank you
- Tue Jan 06, 2015 4:24 pm
- Forum: Estimation
- Topic: Bayesian VAR credibility interval
- Replies: 7
- Views: 6356
Re: Bayesian VAR credibility interval
Thank you for the reply. Is there any way to compute them manually?
- Tue Jan 06, 2015 4:13 pm
- Forum: Estimation
- Topic: Bayesian VAR credibility interval
- Replies: 7
- Views: 6356
Bayesian VAR credibility interval
Hi everyone,
I would appreciate if you can explain to me how to compute the credibility interval (confidence interval) of a bayesain VAR. I am using Eviews8 and it give only the impulse responses without the credibility interval.
Thank you in advance,
Imen
I would appreciate if you can explain to me how to compute the credibility interval (confidence interval) of a bayesain VAR. I am using Eviews8 and it give only the impulse responses without the credibility interval.
Thank you in advance,
Imen