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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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Outline for SV from Manting #18

Closed mantihuang closed 1 year ago

mantihuang commented 1 year ago
  1. List the outline for SV part
  2. Add two new references for SV
donotdespair commented 1 year ago

Hi @mantihuang

It's looking good thus far. When you decide that that's it for your submission just send the link on Canvas and maybe let me know in a message here! Thank you!

T

mantihuang commented 1 year ago

Hi @donotdespair ,

@Eung1 and I have made revisions to this section. Could you please review it and provide any feedback?

Thank you very much.

Best, @mantihuang

donotdespair commented 1 year ago

Hey @mantihuang and @Eung1

Thanks so much for this work! I went through the sections updating the notation to align it with the rest of the article.

I have rewritten the model equations and the likelihood. Now, they're correct. I believe that you'd need to update the derivations a bit. Would you also please state the equation for $h_t$? Whichever form you choose (probably the random walk equation, as it results in fewer parameters to estimate).

Cheers @donotdespair

Eung1 commented 1 year ago

Hi @donotdespair

Sorry I didn't include @mantihuang in the previous comment. So I'm rewriting it again. Thanks for the comment and help! Can I ask a clarification question? Are the derivations required about the essential techniques part, so, auxiliary mixture and precision sampler?

Best,

@Eung1

donotdespair commented 1 year ago

Nope! :)

donotdespair commented 1 year ago

Hey @mantihuang and @Eung1 Is this finished now? Can I merge PR #18? Please let me know. Thanks! T

Eung1 commented 1 year ago

Hi @donotdespair,

Yes. This is our final version.

Best

@Eung1 and @mantihuang

donotdespair commented 1 year ago

Hey @mantihuang and @Eung1

Thanks for the submission! I really appreciate it! I have introduced quite some corrections in the notation, descriptions, and code.

Greetings, T