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- Thu May 24, 2012 2:39 am
- Forum: Add-in Support
- Topic: Bayesian VAR
- Replies: 63
- Views: 208213
Re: Bayesian VAR... please help
I think I’m having a similar problem. I attached my workfile ( work1 is after I did all the steps below, work is before). I want to estimate a BVAR with the variables m, n, f, k, l and i with one lag, using the Minnesota/Litterman prior (and calculate impulse responses for 10-20 periods). So, after ...