[.bayesianVARs_coef

Extract or replace parts of a <code>bayesianVARs_coef</code> object.

Efficient Markov Chain Monte Carlo (MCMC) algorithms for the
fully Bayesian estimation of vectorautoregressions (VARs) featuring
stochastic volatility (SV). Implements state-of-the-art shrinkage
priors following Gruber & Kastner (2025) <doi:10.1016/j.ijforecast.2025.02.001>.
Efficient equation-per-equation estimation following Kastner & Huber
(2020) <doi:10.1002/for.2680> and Carrerio et al. (2021)
<doi:10.1016/j.jeconom.2021.11.010>.

Luis Gruber

bayesianVARs

MCMC Estimation of Bayesian Vectorautoregressions

Stefan Haan

Gregor Kastner

[.bayesianVARs_coef function

<dl><dt>x</dt>
<dd>An object of type <code>bayesianVARs_coef</code>.</dd>
<dt>i</dt>
<dd>indices</dd>
<dt>j</dt>
<dd>indices</dd>
<dt>...</dt>
<dd>further indices</dd></dl>

Arguments

Extract or Replace Parts of a bayesianVARs_coef object — [.bayesianVARs_coef

<dl>

<dt>x</dt>
<dd>An object of type <code>bayesianVARs_coef</code>.</dd>


<dt>i</dt>
<dd>indices</dd>


<dt>j</dt>
<dd>indices</dd>


<dt>...</dt>
<dd>further indices</dd>

</dl>

[.bayesianVARs_coef: Extract or Replace Parts of a bayesianVARs_coef object

Description

Usage

Value

Arguments

Examples