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Add example notebook explaining `PyMCStateSpace`

Open jessegrabowski opened this issue 7 months ago • 0 comments

Use a VAR model as a motivating example. This notebook can be a good place to start, but it should be re-written for an audience with an econometrics background.

It would also be good to use this notebook to show off az.compare, which can compute boosting weights between two models (e.g. VAR vs DSGE) when they are both fit on the same dataset

jessegrabowski avatar Mar 17 '25 03:03 jessegrabowski