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Bayesian Model Averaging

Posted: Mon May 16, 2016 4:23 pm

by swapnilsingh

Hi,

I was just wondering, can I do Bayesian model averaging in Dynare.

Thanks a lot for your help,

Kind Regards,

Re: Bayesian Model Averaging

Posted: Tue May 17, 2016 6:38 pm

by jpfeifer

No, you cannot. While Dynare provides all necessary ingredients, there is no pre-packaged functionality for this.

Re: Bayesian Model Averaging

Posted: Thu May 19, 2016 12:55 pm

by swapnilsingh

Thank you. Really appreciate it!