-
- Downloads
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)
Loading
Please register or sign in to comment