Re: Large Bayesian VAR
Posted: Wed Aug 09, 2023 1:35 am
Variable surpdef has missing values (N) from 2000q1 to 2000q3. If change the sample="2000q4 2023q1"
for example:
for example:
Code: Select all
lbvar(estimate=1, sample="2000q4 2023q1", lambda=0.4, tau = 4, save=1, fit=" lcpipi lgdprl lexrpl", tsample="2000q4 2010q4" , pand=1, dummy="dum1 dum2 dum3 dum4 dum5 dum6 dum7 dum8", covper=8, eps=0.001 ) 4 irw10 ltax @ lspen polrate surpdef lingnl lcsgnl lrev ltax lcpipi lgdprl lexrpl