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Failure to maximise simulated likelihood
Hi all, I am trying to translate a large piece of code from Ox (where it is working) to Matlab and face two issues that I wou...
7 years 前 | 1 个回答 | 0
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B-VAR with uninformative prior yields dubious results
Dear All, I'm currently attempting to switch from OLS/ML estimation of VARs to Bayesian VARs. For this purpose, I've used htt...
8 years 前 | 0 个回答 | 0
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Normalizing and exporting impulse responses
Hi all, I am a relatively new matlab user facing the following problem which I hope you can help me with. * Given: struct...
8 years 前 | 0 个回答 | 0