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
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- Thu Mar 28, 2019 5:33 am
- Forum: Add-in Support
- Topic: Large Bayesian VAR
- Replies: 49
- Views: 601154