10-12-2016 11:00 AM
I have research for final exam and I use bayesian vector autoregressive model. I need help for explanation of the estimation procedure Bayesian vector autoregressive parameters model on SAS software ? and how algorithms used and a detail explanation on the process model parameter estimation BVAR ? it use MCMC with algorithm gibbs sampler or not ? Some sources that I received was very less. i hope you can help me.