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bvar-toolkit: Large Bayesian VARs
Large Bayesian VARs in MATLAB: samplers, shrinkage priors, stochastic volatility and forecasting
12 days 前 | 5 次下载 |
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statespace-toolkit: Bayesian State Space Models
Bayesian state space models in MATLAB, with precision samplers that draw the whole state path
1 month 前 | 2 次下载 |
