MIXVAR: RATS procedure to compute mixed estimation of an equation with a Bayesian prior

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: MIXVAR computes estimates for a single equation using the mixed estimation procedure used by the RATS command ESTIMATE. It can be helpful when you have a variable you wish to forecast which does not fit into a full-blown VAR, because it has no predictive content for the other variables, or when you have a limited amount of data for one variable, so you need to use fewer coefficients in that equation than in others.

Language: RATS
Requires: RATS 5.00
Keywords: near-VAR; Bayesian VAR (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/mixvar.src (text/plain)

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