Hi,
Does anyone know if there is some way to apply truncated priors at the boundary of determinacy region?
Many thanks.
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Re: truncated prior
by StephaneAdjemian » Thu Sep 27, 2007 4:29 pm
Hi,
Dynare automatically truncates the prior so that all the draws from the posterior distribution satisfy the B&K conditions.
Best,
Stéphane.
Dynare automatically truncates the prior so that all the draws from the posterior distribution satisfy the B&K conditions.
Best,
Stéphane.
wdml wrote:Hi,
Does anyone know if there is some way to apply truncated priors at the boundary of determinacy region?
Many thanks.
- StephaneAdjemian
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- Joined: Wed Jan 05, 2005 4:24 pm
- Location: Paris, France.
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