Variance DEcomposition

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Variance DEcomposition

Postby Molto_Vivace » Tue Nov 11, 2014 10:47 am

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
Molto_Vivace
 
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Re: Variance DEcomposition

Postby jpfeifer » Tue Nov 11, 2014 10:49 am

Use the
Code: Select all
moments_varendo

option.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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