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.
Bayesian VEC
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Re: Bayesian VEC
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