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joint prior density

PostPosted: Wed Dec 03, 2008 10:54 pm
by agupta28
Hi,

I wanted to know what function file in dynare calculates the joint prior density for any given parameter draw.

Lets sat I have a draw from the prior distribution and i want to know the joint density of this particular prior draw. Is there a way to calculate this in Dynare?

I basically need to do this in order to be able to re-weight the posterior results according to a new prior of my choosing if I want to check the robustness of the results to prior specification

Any help would be much appreciated.

Thanks,

Abhishek.

Re: joint prior density

PostPosted: Tue Dec 02, 2014 6:24 pm
by jpfeifer