The BVAR menu includes the following commands:
Run the posterior mode estimation routine for the VAR model. |
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Run the posterior sampling algorithm for the VAR model. |
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View all the posterior mode results. |
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View summary information about the posterior draws. |
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View a plot of the eigenvalues at the posterior mode estimate of the parameters. |
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Compute out-of-sample predictive distributions for the endogenous variables. |
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View plots of the posterior draws of selected groups of parameters against their draw numbers. |
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View a plot of sequentially estimated marginal likelihood. |
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View plots of sequentially estimated posterior median and mean of selected groups of parameters. |
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View modesty tests from conditional forecasting exercises with the VAR model. |
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View plots of estimated marginal prior densities for selected groups of parameters. |
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View plots of estimated marginal posterior densities for selected groups of parameters. |
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