MSBVAR variant of BVAR - exogenous variables

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donihue
Posts: 135
Joined: Wed Oct 07, 2009 8:51 am

MSBVAR variant of BVAR - exogenous variables

Postby donihue » Tue Aug 02, 2011 2:15 pm

Hello Esther,

I doubt that you any longer take an interest in the old MSBVAR version of your excellent add-in, but as I wanted to be able to use exogenous variables with it, I re-wrote it to enable that. I attach the revised version in case it may be of interest. I have tested it against both the current R implementation of MSBVAR and your newer add-in, and find that the results are identical.

Regards
Donihue
Attachments
bvar_r_exog.prg
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