Stan-code for Markov-switching vector autoregressive models
☆22Oct 4, 2020Updated 6 years ago
Alternatives and similar repositories for MS_VAR
Users that are interested in MS_VAR are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for the NeurIPS 2021 paper "Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes".☆10Oct 27, 2021Updated 4 years ago
- Estimation of Time-Varying k-order Mixed Graphical Models☆30Mar 11, 2025Updated last year
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆59Apr 28, 2026Updated 5 months ago
- R package for GARCH-MIDAS☆43Nov 27, 2019Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- An R-package for obtaining real-time data from ALFRED database