[Gretl-users] Re: Bayesian VAR
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.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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