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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 Mi...

Hi, I have some questions and issues with the way the NIW prior is implemented, including in EViews 9. 1. Is it not clear to me whether you are implementing the independent Normal - Wishart or the natural conjugate NIW. The manual seems to suggest that it is the conjugate, but is is not clear and th...