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vector-autoregression

Here are 2 public repositories matching this topic...

bsvars / bsvarSIGNs

Bayesian SVARs with Sign, Zero, and Narrative Restrictions

econometrics rstats bayesian-inference vector-autoregression rstats-package

Updated Oct 16, 2024
C++

ygeunkim / bvhar

R and Python package to model Bayesian VAR and VHAR models

python r time-series eigen har forecasting bayesian pybind11 vector-autoregression bvar bayesian-econometrics rcppeigen

Updated Oct 29, 2024
C++

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