KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model
Uses the rejection method to draw from the posterior formed by multiplying a Normal by a log inverse gamma. This comes up in the analysis of the stochastic volatility model. This is a refinement of the proposal in: Kim, Shephard and Chib(1998), "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models", Review of Economic Studies, vol 65, pp 361-93
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