A collaborative repository highlighting Bayesian autoregressive analysis with extensions. It is prepared by the students of Macroeconometrics at the University of Melbourne.
List essential techniques for Bayesian computations with citations
Scrutinise the Gibbs sampler providing only the most important points
Present provided R code to sample a draw from full conditional posterior distributions by linking its elements to the parts of algo described in point 3. above.
Introduce the material using the notation in line with that established in section Autoregressions.
Please, create a Pull Request and include there all your commits containing contributions to this section. In your commits, please, include changes only to the index.qmd file. Could you make your submission clear, making instructive comments on the individual commits? If you're planning to introduce changes to other parts of the website, you can do that in a separate pull request. This would require you either to play with the branches to which you commit changes in GitHub Desktop or to wait to introduce changes to other parts of the page later on when you submit the Pull Request about your section.
Hey @mantihuang and @Eung1
Please, provide inputs to the Stochastic volatility heteroskedasticity section of the doc.
Please include the following parts:
Introduce the material using the notation in line with that established in section Autoregressions.
Please, create a Pull Request and include there all your commits containing contributions to this section. In your commits, please, include changes only to the
index.qmd
file. Could you make your submission clear, making instructive comments on the individual commits? If you're planning to introduce changes to other parts of the website, you can do that in a separate pull request. This would require you either to play with the branches to which you commit changes in GitHub Desktop or to wait to introduce changes to other parts of the page later on when you submit the Pull Request about your section.