Search found 2 matches
- Tue Aug 03, 2010 1:59 pm
- Forum: Add-in Support
- Topic: BVAR (Bayesian VAR)
- Replies: 23
- Views: 39310
Re: BVAR (Bayesian VAR)
This initiative is great, but I guess there are still some important functionalities there are missing. Quick questions/comments: a) Does the add-in support exogenous variables other than a constant (like, dummy variables, for example)? It seems R can handle but not the add-in. I think that would re...
- Wed Jun 02, 2010 6:58 am
- Forum: Models
- Topic: Model combining SS and OLS equations
- Replies: 1
- Views: 6996
Model combining SS and OLS equations
I am trying to use a forecasting model that combines several different types of equations. Essentially, the model has some OLS equations and identities (plain mechanic definitions). Now, I am trying to replace one of the OLS equations for an almost equivalent SS specification. The difference being t...
