[Gretl-users] Re: Bayesian VAR
Am 26.08.2022 08:29 schrieb Riccardo (Jack) Lucchetti:
On Fri, 26 Aug 2022, ajgalindo(a)gmail.com wrote:
> Dear all. Its there a way to estimate bayesian VARs with sign
> restrictions in GRETL? Thanks in advance for any help. Best regards,
> Arturo.
Yes. It's in the SVAR addon. See secion 8 of the pdf doc.
...which can be found here online:
https://sourceforge.net/projects/gretl/files/addons/doc/SVAR.pdf
Best,
Artur