Can anybody direct me to the right source for bvar documentation? I have got this code from a friend but I cannot find any documentation of it in the latest dynare manual (4.4.2).
If I run this in my programme I get an error message that the index is out of range with teh matrix dimesnsion.
bvar_density(datafile = data1_qe, first_obs = 100, bvar_prior_flat,
bvar_prior_train = 10) 8;