hello everybody
I have a problem with my referee of article in dsge field. he wants mcmc criterion in numerical form despite we send a multivariate diagnostic test in shape but he still asked us about the numerical result and Brooks and Gelman (1998) in numeric form.
Dose anyone know where we can find this in dynare output estimation results??
thanks a lot
Dynare does not provide that output. Use either the Geweke or the Raftery/Lewis diagnostics.
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Thanks a lot for attention and valuable answer