korobilis/PVAR_PRIOR
Code that replicates the paper Korobilis, D. (2016). “Prior Selection for Panel Vector Autoregressions”, Computational Statistics and Data Analysis, 101, 110-120.
MATLABGPL-3.0
Code that replicates the paper Korobilis, D. (2016). “Prior Selection for Panel Vector Autoregressions”, Computational Statistics and Data Analysis, 101, 110-120.
MATLABGPL-3.0