oo_.posterior_density.parameters.
Posted: Fri Jul 06, 2012 5:20 pm
Dear all,
I would like to have some information on the output "oo_.posterior_density.parameters." that Dynare generates after running the Metropolis-Hastings algorithm. For each estimated parameter does oo_.posterior_density.parameters. store the value of the draws for each parameter (first column) and the corresponding posterior probability density function (second column)?
Thanks in advance
Lara
I would like to have some information on the output "oo_.posterior_density.parameters." that Dynare generates after running the Metropolis-Hastings algorithm. For each estimated parameter does oo_.posterior_density.parameters. store the value of the draws for each parameter (first column) and the corresponding posterior probability density function (second column)?
Thanks in advance
Lara