Dimitris Korobilis

University of Glasgow

Last seen: 6 months 前 | 自 2025 起处于活动状态

Followers: 0 Following: 0

Programming Languages:
Python, R, MATLAB, HTML

统计学

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VAR_SELECTION
Bayesian variable Selection for Vector Autoregressions

7 months 前 | 2 次下载 |

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

7 months 前 | 1 次下载 |

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

7 months 前 | 2 次下载 |

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