Giannone-Lenza-Primiceri prior
Posted: 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?
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?