Bayesian VEC

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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bdamasio
Posts: 20
Joined: Tue Nov 05, 2013 4:49 am

Bayesian VEC

Postby bdamasio » Wed Oct 07, 2015 7:17 am

Hi all,
EViews 9 allows us to estimate BVAR and (classical) VEC models.
Bayesian VAR models generally overperform VAR models (and SVAR as well) in terms of forecasting
I have a system of cointegrated variables, I estimated a BVAR model and I want to estimate a BVEC model to compare the respective forecasts.
I am wondered if it is possible to estimate a BVEC model in EViews 9.
I did not find anything in the manual.
It is possible to estimate a BVEC in EViews 9? If not, does anybody have the code for BVEC models?
Thank you.
BD.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bayesian VEC

Postby EViews Gareth » Wed Oct 07, 2015 7:24 am

There is nothing built in


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