# Question on bayesian estimation

**URL:** <https://forum.dynare.org/t/question-on-bayesian-estimation/21930>\
**Category:** ML/Bayesian estimation\
**Created:** [13 February 2023 05:33 UTC](https://forum.dynare.org/t/question-on-bayesian-estimation/21930 "2023-02-13T05:33:28Z")\
**Posts on this page:** 1\
**Showing post:** 2

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**Author:** ![jpfeifer](https://forum.dynare.org/user_avatar/forum.dynare.org/jpfeifer/32/5044_2.png) [@jpfeifer](https://forum.dynare.org/u/jpfeifer)\
**Post date:** [14 February 2023 14:43 UTC](https://forum.dynare.org/t/question-on-bayesian-estimation/21930/2 "2023-02-14T14:43:17Z")

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Unfortunately, this is not unheard of. See the discussion at [Endogenous prior](https://forum.dynare.org/t/endogenous-prior/18772) for example.  
The problem is in-sample you may have correlations between shocks that are 0 if you were to simulate your model.

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