Search Results for author: Jarle Tufto

Found 1 papers, 0 papers with code

Bayesian inference with tmbstan for a state-space model with VAR(1) state equation

no code implementations14 Jan 2021 Yihan Cao, Jarle Tufto

When using R package tmbstan for Bayesian inference, the built-in feature Laplace approximation to the marginal likelihood with random effects integrated out can be switched on and off.

Bayesian Inference Methodology

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