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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

DynareWiki: BVAR_a_la_Sims (last edited 2009-03-25 17:12:07 by localhost)