thestockman27

Little update here. Work got crazy so I have really only just begun... I have decided to optimize via two objective functions. The first is simply the current Yield-to-Worst. The...

Thanks for the quick and thorough response. Yes, I think point estimates for the AR coefficients would satisfy my immediate use case. I believe this occurs within bvar() via bv_ml()...

Hi there, hope you have had a nice summer. I was able to implement your suggestion for point estimates using the initial draws calculated by optim. [Seen here.](https://github.com/thestockman27/bvar_forge/blob/main/bvar_mle.R) I have...