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bvecm

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franzmohr / bvartools

Functions for Bayesian inference of vector autoregressive and vector error correction models

bayesian bayesian-inference r-package mcmc gibbs-sampling vector-autoregression bvar bayesian-var bvecm vector-error-correction-model

Updated Sep 28, 2024
R

dcuoliveira / ESOBE21-SGD

exchange-rates mas bayesian singapore cointegration bvar mf-bvar error-correction-models bvecm becm

Updated Oct 9, 2021
R

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