Applied Econometrics using MATLAB.pdf
(chapter 5 pp. 128-129)
http://www.spatial-econometrics.com/
function result = bvar(x,nlag,tight,weight,decay,xx);
% PURPOSE: Performs a Bayesian vector autoregression of order n
function results = becm(y,nlag,tight,weight,decay,r)
% PURPOSE: performs Bayesian error correction model estimation
% using Minnesota-type prior