donotdespair/Bayesian-Autoregressions

Issues

• Forecasting

  #9 opened a year ago
  1

• Stochastic volatility heteroskedasticity

  #8 opened a year ago
  0

• Estimating autoregressions after 2020

  #7 opened a year ago
  0

• Model Extensions: Student-t error term

  #6 opened a year ago
  0

• Dummy observation prior

  #5 opened a year ago
  0

• Estimating error term variance prior scale

  #4 opened a year ago
  2

• Gamma scale mixture of normal prior

  #3 opened a year ago
  0

• Inverted gamma 2 scale mixture of normal

  #2 opened a year ago
  4

• Natural-conjugate analysis

  #1 opened a year ago
  1