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what Algoritm bayesian vector autoregressive on SAS software ?

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what Algoritm bayesian vector autoregressive on SAS software ?

Hello,

 

I have research for final exam and I use bayesian vector autoregressive model. I need help for explanation of the estimation procedure Bayesian vector autoregressive parameters model on SAS software ? and how algorithms used and a detail explanation on the process model parameter estimation BVAR ? it use MCMC with algorithm gibbs sampler or not ? Some sources that I received was very less. i hope you can help me.

 

Thanks!
Rauzan

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