Man pages for GediminasB/bayesVAR_TVP
Bayesian analysis of Vector Autoregressive Models

bayesFAVAR_TVPEstimates FAVAR-TVP model using MCMC sampler.
bayesVAR_TVPEstimates TVP-VAR model using MCMC sampler.
impulse.responseImpulse response function for bayes VAR models
MinimumEntropy_weightsMinimum entropy weights
plot.betaPlot time-varying beta estimates for bayes VAR models
predictive.densityCalculates predictive density for given bayes MCMC VAR model...
GediminasB/bayesVAR_TVP documentation built on Jan. 23, 2018, 8:11 a.m.