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bayesian estimation and data

PostPosted: Thu Oct 20, 2011 3:27 am
by ztbhewitt
Hi guys, I need your help.
I am using bayesian method to estimate the parameters in my log-linearized model. But I have no idea about what kind of data should be input. Should the data that has been hp filtered be appropriate? Does this kind of data have the same meaning as deviation from steady state as the model does? If not, How can I deal with the raw data?
Thanks! :D

Re: bayesian estimation and data

PostPosted: Sat Feb 25, 2012 3:30 pm
by yangv007
ztbhewitt wrote:Hi guys, I need your help.
I am using bayesian method to estimate the parameters in my log-linearized model. But I have no idea about what kind of data should be input. Should the data that has been hp filtered be appropriate? Does this kind of data have the same meaning as deviation from steady state as the model does? If not, How can I deal with the raw data?
Thanks! :D


as a new learner , i have the same questions, that's how to deal with the data? which data should i use?
if anybody can give us a explanation, thanks a lot。

Re: bayesian estimation and data

PostPosted: Sun Feb 26, 2012 9:13 am
by jpfeifer
Search the forum for "observation equation" or see:

viewtopic.php?f=1&t=3168
viewtopic.php?f=1&t=3213