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Submitted
bvar-toolkit: Large Bayesian VARs
Large Bayesian VARs in MATLAB: samplers, shrinkage priors, stochastic volatility and forecasting
2 days ago | 4 downloads |
Submitted
statespace-toolkit: Bayesian State Space Models
Bayesian state space models in MATLAB, with precision samplers that draw the whole state path
25 days ago | 1 download |
