Model comparison
Posted: Thu Jan 20, 2011 8:07 am
Could someone help me to find How I can calculate the probabilities that dynare give us when we use the model_comparison command?
I've also noticed that Dynare gives me always the comparison with Laplace's ikelihood, even when I use the option modifiedharmonicmean. Is it some kind of bug or (most probabily) some mistake that I made?
Thanks!
Fernando
I've also noticed that Dynare gives me always the comparison with Laplace's ikelihood, even when I use the option modifiedharmonicmean. Is it some kind of bug or (most probabily) some mistake that I made?
Thanks!
Fernando