Search found 2 matches

by dsinigaglia
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...
by dsinigaglia
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...

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