inverse gamma 1-2

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
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.

inverse gamma 1-2

Postby p.gelain » Thu Sep 19, 2013 9:51 am

I need to specify an inverse gamma 2 distribution as a prior starting from an inverse gamma 1 with known mean and variance. In other words I need to find the inverse gamma 2 distribution equivalent to the inverse gamma 1 one.
It seems a trivial problem, but I tried with the documentation provided by Stéphane and I could not fix my problem.
Anyone with the same problem? Any solutions?
Cheers.
P.
p.gelain
 
Posts: 61
Joined: Wed Jul 11, 2007 9:13 pm
Location: Norges Bank

Return to Dynare help

Who is online

Users browsing this forum: No registered users and 5 guests