Giannone-Lenza-Primiceri prior

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gerluc
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Joined: Fri Jun 26, 2020 10:28 pm

Giannone-Lenza-Primiceri prior

Postby gerluc » Tue Jul 21, 2020 6:19 pm

Hello.
At the moment with EViews11, with the Giannone-Lenza-Primiceri prior, the available option is to optimize only lambda1 and lambda3? how to optimize the rest of the priors?
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EViews Gareth
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Re: Giannone-Lenza-Primiceri prior

Postby EViews Gareth » Tue Jul 21, 2020 7:30 pm

If it does not have an "Optimize" checkbox next to it on the dialog, it cannot be optimized.
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