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Lukas Freund


Active since 2017

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Question


Failure to maximise simulated likelihood
Hi all, I am trying to translate a large piece of code from Ox (where it is working) to Matlab and face two issues that I wou...

7 years ago | 1 answer | 0

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Question


B-VAR with uninformative prior yields dubious results
Dear All, I'm currently attempting to switch from OLS/ML estimation of VARs to Bayesian VARs. For this purpose, I've used htt...

8 years ago | 0 answers | 0

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Normalizing and exporting impulse responses
Hi all, I am a relatively new matlab user facing the following problem which I hope you can help me with. * Given: struct...

8 years ago | 0 answers | 0

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