markov-switching

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R Code for Bayesian Inference for Structural Vector Autoregressions Identified with Markov-Switching Heteroskedasticity

rstats bayesian markov-switching heteroskedasticity svars

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

rstats bayesian vars granger-causality markov-switching

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