bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling Young Geun Kim Last updated on Jan 4, 2025 code Go to Project Site Cite Code Project DOI CRAN r-package python research r Rcpp time-series long-memory bayesian-econometrics bayesian-var vector-autoregression heterogeneous-autoregression Young Geun Kim Postdoctoral Researcher Ph.D. in Statistics
