Posterior median statistics
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Dear Sirs/Madams
A quick question: I cannot seem to find the statistics of the posterior median values of my estimated parameters (bayesian mh estimation).
I want to tabulate the estimated parameter posterior means with the confidence intervals around the posterior medians (as in, Iacoviello and Neri (2010, p.39); and Gerali et al. (2010, p.124)).
I am using Dynare 4.3.1
Your help is greatly appreciated.
Regards,
Hylton
A quick question: I cannot seem to find the statistics of the posterior median values of my estimated parameters (bayesian mh estimation).
I want to tabulate the estimated parameter posterior means with the confidence intervals around the posterior medians (as in, Iacoviello and Neri (2010, p.39); and Gerali et al. (2010, p.124)).
I am using Dynare 4.3.1
Your help is greatly appreciated.
Regards,
Hylton