bayesian collapsed gibbs sampling for a stochastic volatility model with a dirichlet process mixture (replication data)
Data and Resources
-
readme.fczw.txt
TXT
Downloads: 48
-
dyn_autocorr.m
m
Downloads: 41
-
mcmc_ifac.m
m
Downloads: 41
-
normalWishartSV.m
m
Downloads: 40
-
oneDPM.m
m
Downloads: 39
-
randmn.m
m
Downloads: 38
-
vardpm_main.m
m
Downloads: 41
-
crspvwr.csv
CSV
Downloads: 41
-
USCPI.txt
TXT
Downloads: 38
-
hCI_SVM.mat
mat
Downloads: 40
-
hhat_SVM.mat
mat
Downloads: 42