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Pandemic Priors #91

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tonylwy opened this issue Jun 12, 2024 · 1 comment
Open

Pandemic Priors #91

tonylwy opened this issue Jun 12, 2024 · 1 comment
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enhancement New feature or request question Further information is requested

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@tonylwy
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tonylwy commented Jun 12, 2024

Is it possible to implement this through "bv_dummy"?

https://www.bde.es/f/webbe/INF/MenuHorizontal/noticias-eventos/conferencias/2023/Pandemic_priors.pdf

@nk027
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nk027 commented Jun 13, 2024

I think it would need a moderate change to the current implementation since the dummy-observations are for additional regressors. At the moment, the code is taking the columns as given and just stacking additional observations on top.

@nk027 nk027 added enhancement New feature or request question Further information is requested labels Jun 13, 2024
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