bayesian-var

bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
R and Python package for Bayesian multivariate time series modeling referring to Kim and Baek (2023) <doi:10.1080/00949655.2023.2281644>, et cetera.
Last updated on Sep 18, 2024 code
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bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
Bayesian Vector Heterogeneous Autoregressive Modeling
Journal of Statistical Computation and Simulation
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Bayesian Vector Heterogeneous Autoregressive Modeling
Bayesian Modeling for Vector Heterogeneous Autoregressive Model
Extend Bayesian VAR (BVAR) to Vector Heterogeneous Autoregressive (VHAR) model
Last updated on Apr 26, 2024 project
Data - ETF VIX R
Bayesian Modeling for Vector Heterogeneous Autoregressive Model