Hello everyone,
I have 2 questions,
1- Is it possible to use a multivariate pdf in the definition of a prior for a parameter, for example a multivariate normal?
2- Can I define a corr between two parameters? are there any way?
I'd really appreciate your answers. Thanks a lot!!!
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Multivariate prior and Parameter correlation
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Multivariate prior and Parameter correlation
by JoseDNino » Tue Jun 20, 2017 3:52 pm
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Re: Multivariate prior and Parameter correlation
by jpfeifer » Wed Jun 21, 2017 8:16 pm
Hi, the current Dynare version does only allow for independent priors. Joint distributions are unfortunately not possible yet
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