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heterogeneous-autoregression
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.
Young Geun Kim
Last updated on Sep 18, 2024
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Bayesian Vector Heterogeneous Autoregressive Modeling
KSS Summer 2024
Jul 4, 2024 4:10 PM — 4:30 PM
Seoul, Korea
Young Geun Kim
,
Changryong Baek
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Bayesian Vector Heterogeneous Autoregressive Modeling
Journal of Statistical Computation and Simulation
Young Geun Kim
,
Changryong Baek
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