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- Fri Nov 29, 2013 12:42 pm
- Forum: Add-in Support
- Topic: Bayesian VAR
- Replies: 63
- Views: 208341
Forecasting with Models created by B-VAR
First of all, thank you for this Add-In. I am using it to estimate and forecast B-VAR with EXOGENOUS variables under the SZ prior. The B-VAR is estimated correctly and I request a model to be created. I was obtaining really weird forecast. Then I saw the problem. Even if I estimate a B-VAR without e...