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Variance DEcomposition

PostPosted: Tue Nov 11, 2014 10:47 am
by Molto_Vivace
How do you get Variance Decomposition in Bayesian Estimation? Right now I am using this command for estimation -
estimation(datafile=Ireland_SEK_data,bayesian_irf,mh_nblocks=5,mh_replic=10000,mode_check);

Its rather urgent so help will be appreicated

Re: Variance DEcomposition

PostPosted: Tue Nov 11, 2014 10:49 am
by jpfeifer
Use the
Code: Select all
moments_varendo

option.