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- Mon Sep 21, 2026 8:31 am
- Forum: Estimation
- Topic: Var::drawrescov appears to return identical draws to Var::drawcoefs for a Sims-Zha Normal-Wishart BVAR
- Replies: 1
- Views: 36
Var::drawrescov appears to return identical draws to Var::drawcoefs for a Sims-Zha Normal-Wishart BVAR
I am estimating a Bayesian VAR with 4 endogenous variables and drawing from the posterior distributions using drawcoefs and drawrescov. I believe I may have found a bug (or at least behavior that contradicts the documentation) specific to the Sims-Zha Normal-Wishart prior. Model specification: var v...