I am new to BVAR. Is stationarity a neccessary condition for Bayesian VAR in PyMC? I know it’s necessary for VAR and I thought it was necessary for BVAR as well. However, I also see answers for no by using a different prior. Can anyone point me in the right direction? Thanks.

Stationarity for BVAR in PyMC

XiaoxiaChampon October 19, 2023, 7:58pm 3

This is extremely helful. Thank you.

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