Hi, my question is not directly related to Dynare programming.

It is about the theory in DSGE-VAR with reference to dynare.org/DynareWiki/DsgeVar.

The question is, the prior distribution of forecasting error variance in DSGE-VAR follows an inverted Wishart distribution

with degree of freedom LT-mp-m where LT is the number of artificial observations generated from DSGE model, m is the number of

VAR model variables and p is the lag length.

Is there anyone who can explain why the degree of freedom is LT-mp-m ?

or Could you introduce me some internet pages including proper explanation?

Thank you.