Is bear toolbox good for Bayesian single equation time varying cofficient model?

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Yohan
Yohan 2024 年 5 月 6 日
回答済み: aditi bagora 2024 年 5 月 9 日
While I am doing a Bayesian single equation time varying coefficient model, I wonder if Bear toolbox is useful since it seems like Bear is created for VAR model (which is mostly dealing with two equations).
Furthermore, what is the best toolbox I can use to run a bayesian time varying parameter model that is dealing with single equation model.

回答 (1 件)

aditi bagora
aditi bagora 2024 年 5 月 9 日
Hello Yohan,
I understand that you want to implement Bayesian time-varying model. You can use the Econometrics Toolbox that provides bayesian tools for developing time-varying models and learn from data.
Please refer to the following documentation links for more information:
Hope this helps!

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