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Giannone-Lenza-Primiceri prior

Posted: Tue Jul 21, 2020 6:19 pm
by gerluc
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?

Re: Giannone-Lenza-Primiceri prior

Posted: Tue Jul 21, 2020 7:30 pm
by EViews Gareth
If it does not have an "Optimize" checkbox next to it on the dialog, it cannot be optimized.