You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Title: Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching Structural Matrix
Version: 0.0.3.9000
Date: 2022-10-17
Authors@R: person("Tomasz", "Woźniak", , "wozniak.tom@pm.me", role = c("aut", "cre"),
comment = c(ORCID = "0000-0003-2212-2378"))
Maintainer: Tomasz Woźniak <wozniak.tom@pm.me>
Description: Efficient algorithms for Bayesian estimation of Structural Vector Autoregressions with Stochastic Volatility heteroskedasticity and Markov-switching structural matrix.