Data in Bayes estimation

Dynare help (legacy posts)
1

Hi all,

In Bayes estimation, I want to match my model to several observed variables.

Variable Y, C, I have 100 observations, while variable B has only 70 observations. Can I use all the observations of Y, C, I, B ? Or do they have to be the same length ?

If balanced length must be required. I have to use Y, C, I with 100 observations or Y, C, I, B with only 70 observations… I wander which way performs better?

Thanks!

2

Dynare’s Kalman filter supports missing observations. Therefore you can use all 100 observations. You simply need to code the missing observations as NaN in the dataset.

3

Thank u Professor!