Bayesian VAR and VHAR Models1 years ago
Bayesian VAR and VHAR | Stochastic Search Variable Selection (SSVS) Prior | Horseshoe Prior | Minnesota Prior | Normal-Gamma prior | Dirichlet-Laplace prior | Bayesian visualization
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Introduction to bvhar1 years ago
Data | ETF Dataset | h-step ahead forecasting | Models | VAR | VHAR | BVAR | Minnesota prior | Flat prior | BVHAR | BVHAR-S | BVHAR-L
Stochastic Volatility Models1 years ago
Models with Stochastic Volatilities | SSVS | Horseshoe | Normal-Gamma prior | Dirichlet-Laplace prior | Bayesian visualization
Minnesota Prior2 years ago
Normal-inverse-Wishart Matrix | BVAR | BVHAR | BVHAR-S | BVHAR-L
