WZSAMPLER—Waggoner-Zha Gibbs Sampler

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

WZSAMPLER—Waggoner-Zha Gibbs Sampler

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WZSAMPLER uses the Waggoner-Zha(2003), “A Gibbs sampler for structural vector autoregressions,” Journal of Economic Dynamics and Control, 28(2), 349–366 to analyze the A form model from the CVMODEL.RPF example. (The WZ sampler only applies to A form models).

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Last bumped by TomDoan on Thu Jun 26, 2025 10:37 am.
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