Hi,
I was just wondering, can I do Bayesian model averaging in Dynare.
Thanks a lot for your help,
Kind Regards,
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Bayesian Model Averaging
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Bayesian Model Averaging
by swapnilsingh » Mon May 16, 2016 4:23 pm
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Re: Bayesian Model Averaging
by jpfeifer » Tue May 17, 2016 6:38 pm
No, you cannot. While Dynare provides all necessary ingredients, there is no pre-packaged functionality for this.
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Re: Bayesian Model Averaging
by swapnilsingh » Thu May 19, 2016 12:55 pm
Thank you. Really appreciate it!
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