- ๐ Hi, Iโm @quinfer
- ๐ Iโm interested in exposing the
con
in econometrics - ๐ฑ Iโm currently learning probabilistic machine learning from Kevin Murphy's fantastic books
- ๐๏ธ Iโm looking to collaborate on financial machine learning packages
- ๐ซ How to reach me [email protected]
quinfer / bvar Goto Github PK
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Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
Home Page: https://cran.r-project.org/package=BVAR
License: GNU General Public License v3.0