Is there a n easy way of doing real time Bayesian estimation. what this would involve is using a different vintage datafile for each period in the estimation sample and I am looking for a way to save the bayesian estimation results for for each of these periods.
the inefficient way is entering a different datafile for each sample and proceeding to do Bayesian estimation in the usual way. But I was wondering if it is possible to create a loop inside of the .mod file so that dynare can keep updating the datafile as it goes through the loop.
thanks,
Abhishek.
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real time bayesian estimation
by agupta28 » Thu Jun 12, 2008 6:44 pm
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