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BVAR_Gibbs

于 2021-04-07 发布文件大小:9KB

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代码说明：

贝叶斯分析，比较复杂的自回归分析。VAR模型，注意比AR要先进的多！(Bayesian estimation, prediction and impulse response analysis in VAR models using the Gibbs sampler.)

文件列表：

BVAR_Gibbs
..........\bvardgp.m,2428,2009-08-18
..........\BVAR_GIBBS.m,17102,2009-08-21
..........\mlag2.m,357,2007-07-18
..........\mvnpdf.m,8189,2009-08-12
..........\wish.m,507,2007-12-05

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