global-local-prior

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bsvars / bsvarTVPs

Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix

rstats bayesian r-package markov-switching stochastic-volatility bsvars structural-vector-autoregressions time-varying-identification global-local-prior

Updated Oct 20, 2023
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global-local-prior

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bsvars / bsvarTVPs

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