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A application tutorial about Baysian Vector Autoregression?

Open chowyifat opened this issue 1 year ago • 1 comments

NumPyro is quite a good package about probabilistic programming, I have seen there is a tutorial about AR(2).

Cause VAR is quite important in economics, wish you and your team could post a tutorial about this. :D

chowyifat avatar Oct 03 '23 22:10 chowyifat

I can pick this up

nikolageorgiev2000 avatar Nov 13 '23 21:11 nikolageorgiev2000