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Bayesian econometrics

Dynamic linear models
Stochastic volatility models

[/vc_column_text][vc_column_text]Dynamic models

Local level model: Bayesian linear regression vs FFBS (R code)

toy-dlm.R
dlm.R
nldm.R
ar1plusnoise.R

Stochastic volatility model
stochasticvolatilitymodels-R.txt


A few references

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