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Commit d3c44f4c authored by Sébastien Villemot's avatar Sébastien Villemot
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The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the

solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
(cherry picked from commit ff7792a7)
parent 38ec59c9
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