Media Summary: There is another whole branch of statistics called Find out how to include random effects in your *bayesmh* This method RBFM-VAR can estimate nonstationary VAR in time series data while handling unknown mixture of I(0), I(1) and I(2) ...
New In Stata 17 Bayesian Vector Autoregressive Models - Detailed Analysis & Overview
There is another whole branch of statistics called Find out how to include random effects in your *bayesmh* This method RBFM-VAR can estimate nonstationary VAR in time series data while handling unknown mixture of I(0), I(1) and I(2) ... Hear from Robert Grant about three ways to fit
