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About Bayesian estimate!

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About Bayesian estimate!

Postby yoyoNDHU » Sat Jan 19, 2013 3:41 pm

Hello! I want to ask a question. I use actual data to etimate parameter

but I get some problem...

First I take log to my data then I do hpfilter

I use mode_compute=6..but I still get wrong...

When I run the simul data is OK

I find a lot of example but I still don't know what is the problem..

There are my data and mod file~

Thanks to everyone!
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datayo2.m
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Re: About Bayesian estimate!

Postby jpfeifer » Mon Jan 28, 2013 5:27 pm

Please provide a description of the error message/actual problem.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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