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. collect: regress bpsystol weight
Why stop with one regression? Let's add indicators for birth and for levels of age group to our regression. We collect those results too:
Now fit your Bayesian VAR models with bayes: var.
You can even use the putdocx, putexcel, and putpdf systems to insert your tables directly into longer documents.
You can find Bayesian VAR models and Bayesian linear and nonlinear DSGE models among the new Bayesian econometrics features of Stata 17, and much more:
Bayesian VAR models
Bayesian IRF and FEVD analysis
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