Grocer Function

NAME

bvar1 - low level estimation of a bayesian VAR model

CALLING SEQUENCE

rbvar=bvar1(nlag,tight,weight,decay,y,x)

PARAMETERS

Input

Output

DESCRIPTION

Estimates a bayesian VAR of order p. Applies when the variables are already in matrix form. Does note display any result on screen (see bvar for a more complete function).

EXAMPLE

1) rbvar = bvar1(nlag,tight,weight,decay,y)
2) rbecm=bvar1(nlag,tight,weight,decay,dy,x)

Examples taken from functions bvar and becm: these functions should be mainly be used in other functions.

AUTHOR

Eric Dubois 2002