RATS program to demonstrate Bayesian VAR estimation

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Demonstrates process for selecting the prior in a Bayesian VAR. Example of the SPECIFY instruction in SYSTEM definition, including standard symmetric priors and a general prior.

Language: RATS
Requires: RATS 8.00
Keywords: BVAR; 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/canmodel.rpf (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00030

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