BVAR filteration
Posted: Fri Dec 05, 2014 7:01 pmHi All
Please i need help in BVAR estimation
BVAR "bvar-a-la-sims" in dynare documnetation to get filtered_vars,filter_step_ahead=[1:8]) for the bayesian var.
The first question How i get the filteration step ahead for BVAR?
The secon question how I can deal with structural breaks in BVAR???????????
Mamdouh
Please i need help in BVAR estimation
BVAR "bvar-a-la-sims" in dynare documnetation to get filtered_vars,filter_step_ahead=[1:8]) for the bayesian var.
The first question How i get the filteration step ahead for BVAR?
The secon question how I can deal with structural breaks in BVAR???????????
Mamdouh