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- Thu Mar 20, 2025 2:03 pm
- Forum: Estimation
- Topic: Connectedness in Bayesian TVC VAR ?
- Replies: 1
- Views: 33650
Connectedness in Bayesian TVC VAR ?
Hello. I am new here and I have a little problem. I create a Baysian TVC VAR, using 3 time series with about 1500 records. Everything works fine (the name of the model is "bayesian_tvc_var"). Now I want to compute connectedness on this model, in Eviews. As far as I kmow, it requires extrac...