bayesQVAR User Manual
About
1
Package introduction
1.1
Installation
2
Estimation of BQVAR
2.1
Model Specification of QVAR
2.2
Likelihood
2.2.1
Asymmetric Laplace Distribution
2.2.2
Multivariate Asymmetric Laplace Distribution
2.3
Prior Distribution
2.3.1
AL-likelihood Case
2.3.2
MAL-likelihood Case
2.4
Posterior Distribution
2.4.1
AL-likelihood Case
2.4.2
MAL-likelihood Case
2.5
How to estimate BQVAR using
estBQVAR
2.5.1
Usage
2.5.2
Examples
Reference
bayesQVAR User Manual
Reference