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Data marginal log-likelihood
Posted: Tue Apr 28, 2015 4:24 am
by Nas1
Hello,
I am getting Data marginal log-likelihood equal zero every time I estimate the BVAR .
Kindly look at this issue. I am using Eviews 9.
Regards,
Re: Data marginal log-likelihood
Posted: Tue Apr 28, 2015 8:53 am
by EViews Gareth
Can you provide more details?
EViews doesn't provide a data marginal log-likelihood, so I'm not sure I know what you are talking about.
Re: Data marginal log-likelihood
Posted: Tue Apr 28, 2015 9:56 am
by Nas1
Hello,
at the moment, i dont have access to eviews9. however, if you estimate the BVAR with Sims-Zha and IW prior, eviews report the following :
Data marginal log-likelihood, Data marginal log posterior, and Coef marginal posterior estimate. in every estimation, I get marginal log-likelihood equal zero.
Re: Data marginal log-likelihood
Posted: Tue Apr 28, 2015 10:01 am
by EViews Gareth
Ah, got it. Thanks.
Re: Data marginal log-likelihood
Posted: Thu Apr 30, 2015 2:14 am
by Nas1
kindly, any suggestions??
Re: Data marginal log-likelihood
Posted: Thu Apr 30, 2015 6:18 am
by EViews Gareth
We're working on it.