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donotdespair / Bayesian-Autoregressions

A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
https://donotdespair.github.io/Bayesian-Autoregressions/
MIT License
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Estimating Autoregerssions After 2020 #11

Closed Wintersend closed 1 year ago

Wintersend commented 1 year ago

Updated Estimating Autoregressions after 2020 section to include a conceptual overview and beginnings of methodology.

donotdespair commented 1 year ago

Hi Dear @Wintersend

Fantastic submission! Thank you so much for it! It is very interesting and I really enjoyed reading your take on the topic!

I have included some edits in the text, adjusted the notation in most of the text to that established in the first sections.

May I ask you to look at the last equations in this part, that is, those after your sentence where the likelihood function is given as:, and adjust these equations:

  1. To include the notation from the current note
  2. To adjust the formulae to the setting of Autoregressions

This would be great and not too hard! Thank you so much!

Cheers, @donotdespair

Wintersend commented 1 year ago

My apologies, I had not seen this until now.

I have attempted to implement the changes as requested to be more in line with the specified notation, but have some confusion as to what changes precisely I need to make so have used my best judgement in spotting some possible errors and adding in the AR formula. Please let me know if anything I did was incorrect or insufficient.

donotdespair commented 1 year ago

Hey @Wintersend Fantastic! Thanks for that! I have updated the notation a bit and added your name to the list of authors.