Comments (1)
Hey!
Some variant of the prior is always used by the package, so examples using it are in ?bvar
or in the vignette. IIRC correctly these only sample lambda, but not alpha and psi. If that's the issue I can have a look at your code.
Generally you should check out convergence for the sampled parameters and check whether the results given your priors make sense. Regarding the parameters you can also have a look at the Giannone, Lenza, and Primiceri (2015) paper.
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Related Issues (20)
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