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quantile_factor_models
Factor models for different quantiles of the distribution of time series data. Replication package for Korobilis and Schroeder (...
7개월 전 | 다운로드 수: 1 |
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hierarchicalbayes
MATLAB code that demonstrates hierarchical priors for shrinkage and variable selection. Follows the monograph Korobilis, D. and ...
7개월 전 | 다운로드 수: 2 |

