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⇤ ← Revision 3 as of 2011-09-12 19:08:17 →
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← Revision 4 as of 2012-06-04 10:30:31 → ⇥
Size: 414
Editor: MichelJuillard
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 * Restriction on the coefficients of the lagged variables preclude SIMS-Zha prior  * Restriction on the coefficients of the lagged variables precludes Sims-Zha prior

List of problems with current implementation of SBVAR and MS-SBVAR

  • VAROBS should not be necessary (MS-)SBVAR should assume VAROBS = VAR or options_.varobs = M_.endo_names. When VAROBS is present, the order of variables in VAROBS takes precedence over the order in VAR statement.

  • Restriction on the coefficients of the lagged variables precludes Sims-Zha prior

DynareWiki: MSSbvarProblems (last edited 2012-06-04 10:30:31 by MichelJuillard)