Is bear toolbox good for Bayesian single equation time varying cofficient model?

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Yohan 2024-5-6

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https://ww2.mathworks.cn/matlabcentral/answers/2115781-is-bear-toolbox-good-for-bayesian-single-equation-time-varying-cofficient-model

回答： aditi bagora 2024-5-9

While I am doing a Bayesian single equation time varying coefficient model, I wonder if Bear toolbox is useful since it seems like Bear is created for VAR model (which is mostly dealing with two equations).

Furthermore, what is the best toolbox I can use to run a bayesian time varying parameter model that is dealing with single equation model.

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Answer 1

aditi bagora 2024-5-9

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https://ww2.mathworks.cn/matlabcentral/answers/2115781-is-bear-toolbox-good-for-bayesian-single-equation-time-varying-cofficient-model#answer_1455101

Hello Yohan,

I understand that you want to implement Bayesian time-varying model. You can use the Econometrics Toolbox that provides bayesian tools for developing time-varying models and learn from data.

Please refer to the following documentation links for more information:

Hope this helps!