bayesian collapsed gibbs sampling for a stochastic volatility model with a dirichlet process mixture (replication data)
Data and Resources
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readme.fczw.txt
TXT
Downloads: 44
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dyn_autocorr.m
m
Downloads: 35
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mcmc_ifac.m
m
Downloads: 36
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normalWishartSV.m
m
Downloads: 35
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oneDPM.m
m
Downloads: 35
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randmn.m
m
Downloads: 33
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vardpm_main.m
m
Downloads: 36
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crspvwr.csv
CSV
Downloads: 35
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USCPI.txt
TXT
Downloads: 34
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hCI_SVM.mat
mat
Downloads: 37
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hhat_SVM.mat
mat
Downloads: 36