Topic: "global-local-prior"
bsvars/bsvarTVPs
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
Language: C++ - Size: 343 KB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 8 - Forks: 8
