Bayesian VAR
Posted: Thu Jan 15, 2015 6:08 am
Hi,
I have used the add-in ot estimate a BVAR with Eviews 7 and now I have Eviews8, where BVAR estimation is possible.
The problem is that Eviews8 does not give the credibility intervals (bayesian confidence intervals). Does anybody know how to compue them?
Thank you
I have used the add-in ot estimate a BVAR with Eviews 7 and now I have Eviews8, where BVAR estimation is possible.
The problem is that Eviews8 does not give the credibility intervals (bayesian confidence intervals). Does anybody know how to compue them?
Thank you