⇤ ← Revision 1 as of 2008-02-02 16:43:20
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* make discarding of explosive models optional |
BVAR à la Sims
Bugs
when doing 2 consecutive estimations with the second one having a greater value for first_obs, the code may fail since nobs is not recomputed the second time (and may point after the end of the sample)
TODO list
- rewrite Sims' code to make it clearer
- factorize the code which reads the datafile between DSGE and BVAR estimation
allow a BVAR estimation on a subset of varobs
include bvar_* commands in the reference manual and the user guide