mdd.mfbvar_minn_iw: Marginal data density method for class 'mfbvar_minn'
In ankargren/mfbvar: Mixed-Frequency Bayesian VAR Models
Description
Usage
Arguments
Details
Value
References
See Also
Description
Estimate the marginal data density for the model with a Minnesota prior.
Usage
1
2
Arguments
x
object of class mfbvar_minn
...
additional arguments (currently only p_trunc for the degree of truncation is available)
Details
The method used for estimating the marginal data density is the proposal made by
Schorfheide and Song (2015).
Value
The logarithm of the marginal data density.
References
Schorfheide, F., & Song, D. (2015) Real-Time Forecasting With a Mixed-Frequency VAR. Journal of Business & Economic Statistics, 33(3), 366–380. doi: 10.1080/07350015.2014.954707
See Also
ankargren/mfbvar documentation built on Feb. 15, 2021, 6:32 a.m.
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Description Usage Arguments Details Value References See Also
Description
Estimate the marginal data density for the model with a Minnesota prior.
Usage
1 2 |
Arguments
x |
object of class |
... |
additional arguments (currently only |
Details
The method used for estimating the marginal data density is the proposal made by Schorfheide and Song (2015).
Value
The logarithm of the marginal data density.
References
Schorfheide, F., & Song, D. (2015) Real-Time Forecasting With a Mixed-Frequency VAR. Journal of Business & Economic Statistics, 33(3), 366–380. doi: 10.1080/07350015.2014.954707
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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