Bayesian VAR
Posted: Wed May 31, 2017 5:59 am
Dear friends, I have encountered a simple problem about BVAR.
I compute BVAR directly in Eviews. Should I need to do some preliminary tests?
Secondly, if I want to compute the 90-percent error bands in dashed lines, is there any option for it in Eviews?
I use litterman to compute it.
Thanks for any help in advance!
I compute BVAR directly in Eviews. Should I need to do some preliminary tests?
Secondly, if I want to compute the 90-percent error bands in dashed lines, is there any option for it in Eviews?
I use litterman to compute it.
Thanks for any help in advance!
