Dear all:

Will there be any difference on the variance if I list several smoothed variables after Bayesian estimation and if not?

For example:

code 1:

estimation(datafile=hpplus,order=1,mode_compute=6);

stoch_simul(irf=20,nograph) y inv k n q lev pi i r c;

code 2:

estimation(datafile=hpplus,order=1,mode_compute=6) y inv k n q lev pi i r c;

stoch_simul(irf=20,nograph) y inv k n q lev pi i r c;

will the two codes above produce different results on *oo*.var_ and irf results?

Many thanks in advance.