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Bayesian Error Correction Models with Priors on the Cointegration Space5 years ago
Introduction | Data | Priors | Estimation | User-specific algorithm | bvec objects | Default algorithm | Evaluation | Forecasts | Forecast error impulse response | Forecast error variance decomposition | References
Model Comparison in bvartools5 years ago
Data | Set up models | Priors | Estimation | Model selection | Literature
Introduction to bvartools5 years ago
Introduction | Using bvartools with built-in algorithms | Setting up a model | Adding model priors | Obtaining posterior draws | Inspect posterior draws | Summary statistics | Thin results | Forecasts | Impulse response analysis | Forecast error impulse response | Orthogonalised impulse response | Generalised impulse response | Variance decomposition | Forecast error variance decomposition | Generalised forecast error variance decomposition | Using bvartools with user-written algorithms | Model set-up and prior specifications | A Gibbs sampler algorithm | bvar objects | References
Stochastic Search Variable Selection in bvartools5 years ago
Introduction | Inference based on a user-written algorithm | Using the built-in simulation algorithm of bvartools | References
Tutorial / vignette for the oenb R package6 years ago
Introduction | Installation | Development version | Usage | Table of contents | Dataset overview | Attributes of a series | Data download | Metadata