User-specified priors for BVARs ?

[apopescu]

Hi,

The manual shows how to estimate BVARs with user-specified parameter values for the Sims-Zha Normal-Wishart prior.
vector(3) S0 = 1
vector(7) H0 = 1
var bvar.bvar(prior=sznw, userprior, userhmat = H0, userrescov=S0) 1 2 gdp inflation interest

I have tried unsuccessfully to do the same for the Minnesota prior (in this case, the means and covariance). For example, I would like to specify a vector of means containing both 0s and 1s depending on whether the variable is stationary or not.

Would you mind providing an example ? Thanks !