bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Young Geun Kim
Last updated on Sep 18, 2024 code
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r-package python research r Rcpp time-series long-memory bayesian-econometrics bayesian-var vector-autoregression heterogeneous-autoregression
Young Geun Kim
Young Geun Kim
Ph.D. Candidate in Department of Statistics

Researching long-range dependent time series, Bayesian econometrics, and time series deep learning models.