joshuaccchan/bvar-toolkit

MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with examples, tutorials and the replication packages from joshuachan.org.

语言：MATLAB · GitHub 星标：63 · Fork：15

话题：bayesian-econometrics · bvar · forecasting · gibbs-sampling · high-dimensional · macroeconometrics · marginal-likelihood · matlab

在 GitHub 上查看原仓库