Hi,
As I understand oo_.posterior_hpdsup, oo_.posterior_hpdinf fileds contain upper and lower bounds of a 90% (by default????) interval. Many papers (for instance Smets and Wouters(2003)) along with reporting the mean estimate of the parameters, report also 10% and 90% values. How can I get that? Or, maybe oo_.posterior_hpdsup, oo_.posterior_hpdinf are precisely what I am looking for?
Thank you in advance!
Best,
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
oo_.posterior_hpdsup, oo_.posterior_hpdinf
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
oo_.posterior_hpdsup, oo_.posterior_hpdinf
by use » Tue May 07, 2013 8:00 am
- use
- Posts: 18
- Joined: Mon Aug 20, 2012 4:50 pm
Re: oo_.posterior_hpdsup, oo_.posterior_hpdinf
by jpfeifer » Tue May 07, 2013 9:04 pm
They should be in the deciles fields with the first entry of the vector being the 10% and the ninth entry being the 90% interval cutoff. Alternatively, you could set
options_.mh_conf_sig=0.8 instead of the default of options_.mh_conf_sig=0.9.
options_.mh_conf_sig=0.8 instead of the default of options_.mh_conf_sig=0.9.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 8 guests