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Dimitris Korobilis


University of Glasgow

Last seen: 4 months ago Active since 2025

Followers: 0   Following: 0

Programming Languages:
Python, R, MATLAB, HTML

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  • GitHub Submissions Level 3
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Submitted


VAR_SELECTION
Bayesian variable Selection for Vector Autoregressions

4 months ago | 1 download |

0.0 / 5

Submitted


quantile_factor_models
Factor models for different quantiles of the distribution of time series data. Replication package for Korobilis and Schroeder (...

4 months ago | 2 downloads |

0.0 / 5

Submitted


hierarchicalbayes
MATLAB code that demonstrates hierarchical priors for shrinkage and variable selection. Follows the monograph Korobilis, D. and ...

4 months ago | 2 downloads |

0.0 / 5