Question about Results from Metropolis-Hastings table of bayesian estimation

Estimation ML/Bayesian estimation
1

Hi,
I ran bayesian estimation and received a table named “Results from Metropolis-Hastings (parameters)”. In the table, the last two columns are HPD inf and HPD sup. Is there any way that I can directly get 5th and 95th percentile of the posterior distribution in the resulting table like the table displayed in a lot of literature?
Thanks so much!

Best,

2

As you can see from the manual, as a default the HPDIs have 90% coverage, i.e. what is displayed are the 5th and 95th percentile.

1 Like
3

Thank you so much for your so quick reply. I got you.

Best,

4

Dear Dr.
My another question is:
In some papers with Bayesian estimation, they kept for example one every 20 draws to remove some correlation of the draws. May I ask how I can achieve this in Dynare? According to your knowledge, is the result significantly better by doing so?
Thanks!

Best,