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Monte Carlo in SVAR

https://www.estima.com/forum/viewtopic.php?t=3289

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Monte Carlo in SVAR

Posted: Thu Aug 29, 2019 7:18 am
by sanjeev
Respected Sir

I want to use Monte Carlo Integration in SVAR. I have found following coding/codes for the same (refer the attachment). Please tell whether I can use same coding/codes for my study.

Regards

Re: Monte Carlo in SVAR

Posted: Thu Aug 29, 2019 8:29 am
by TomDoan
If it's a parametric SVAR, then yes.
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