Tools to research Bayesian Vector heterogeneous autoregressive (VHAR) model, referring to Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
This page was built for software: bvhar
