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Bayesian Macroeconometrics in R
Created
2014-06-17
167 commits to master branch, last one 6 years ago
Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows fo...
Created
2018-12-05
567 commits to master branch, last one 8 days ago