Search found 2 matches
- Wed Jul 24, 2019 11:00 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Normal Inverse Wishart Prior
- Replies: 2
- Views: 6982
Re: Normal Inverse Wishart Prior
Thanks you very much for your quickly answer Doan.
- Fri Jul 12, 2019 12:37 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Normal Inverse Wishart Prior
- Replies: 2
- Views: 6982
Normal Inverse Wishart Prior
Dear Tom,
I'm not sure what kind of prior is the prior used in the bayesian var estimation by using the order
specify(type=symmetric,tightness= .2) .5
I read in a post that the defect prior in Rats is the normal Wishart prior.
Would you clarify this doubt?
Thank you very much for your attention.
I'm not sure what kind of prior is the prior used in the bayesian var estimation by using the order
specify(type=symmetric,tightness= .2) .5
I read in a post that the defect prior in Rats is the normal Wishart prior.
Would you clarify this doubt?
Thank you very much for your attention.