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centred SV proces · Issue #22 · bsvars/bsvars · GitHub
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new heteroskedastic model: centred SV proces #22
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Description
Introduce the estimation of the centred SV process by Chan, Koop, Yu (2022):
- include cpp code
- update the R wrapper
- update the
specify_bsvar_sv part
- and its documentation
- documentation
compute_* methodsforecast methodnormalise method??- tests
- NEWS
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