Monte Carlo in SVAR

Questions and discussions on Vector Autoregressions
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sanjeev
Posts: 191
Joined: Mon Jun 18, 2012 6:51 am

Monte Carlo in SVAR

Unread post by sanjeev »

Respected Sir

I want to use Monte Carlo Integration in SVAR. I have found following coding/codes for the same (refer the attachment). Please tell whether I can use same coding/codes for my study.

Regards
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montesvar.rpf.txt
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Monte Carlo in SVAR

Unread post by TomDoan »

If it's a parametric SVAR, then yes.
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