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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.
Is it possible to implement this through "bv_dummy"?
https://www.bde.es/f/webbe/INF/MenuHorizontal/noticias-eventos/conferencias/2023/Pandemic_priors.pdf
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