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Feeds
Submitted
VAR_SELECTION
Bayesian variable Selection for Vector Autoregressions
4 months ago | 1 download |
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 |
Submitted
hierarchicalbayes
MATLAB code that demonstrates hierarchical priors for shrinkage and variable selection. Follows the monograph Korobilis, D. and ...
4 months ago | 2 downloads |