Man pages for GediminasB/bayesVAR_TVP
Bayesian analysis of Vector Autoregressive Models
| bayesFAVAR_TVP | Estimates FAVAR-TVP model using MCMC sampler. |
| bayesVAR_TVP | Estimates TVP-VAR model using MCMC sampler. |
| impulse.response | Impulse response function for bayes VAR models |
| MinimumEntropy_weights | Minimum entropy weights |
| plot.beta | Plot time-varying beta estimates for bayes VAR models |
| predictive.density | Calculates predictive density for given bayes MCMC VAR model... |
