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BVAR Menu

 

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The BVAR menu includes the following commands:

Estimate Posterior Mode

Run the posterior mode estimation routine for the VAR model.

Posterior Sampling

Run the posterior sampling algorithm for the VAR model.

Posterior Mode Results

View all the posterior mode results.

Posterior Sampling Results

View summary information about the posterior draws.

Eigenvalues

View a plot of the eigenvalues at the posterior mode estimate of the parameters.

Predictive Distributions

Compute out-of-sample predictive distributions for the endogenous variables.

Raw Posterior Draws

View plots of the posterior draws of selected groups of parameters against their draw numbers.

Sequential Marginal Likelihood

View a plot of sequentially estimated marginal likelihood.

Convergence

View plots of sequentially estimated posterior median and mean of selected groups of parameters.

Modesty Statistics

View modesty tests from conditional forecasting exercises with the VAR model.

Prior Densities

View plots of estimated marginal prior densities for selected groups of parameters.

Posterior Densities

View plots of estimated marginal posterior densities for selected groups of parameters.

 

 


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