BVAR
cranv1.0.5Hierarchical Bayesian Vector Autoregression. Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions to compute and ide
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curl https://depscope.dev/api/check/cran/BVARFirst published · 2024-02-16 11:39:31
Last updated · 2024-02-16T09:40:05+00:00