BVARBUILDPRIORMN—Creates "Minnesota" prior for VAR

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

BVARBUILDPRIORMN—Creates "Minnesota" prior for VAR

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@BVARBuildPriorMN builds the necessary matrices for a "Minnesota" prior for use in Gibbs sampling. It does this with repeated calls to @BVARBuildPrior.

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