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@ricardoV94
ricardoV94 / BVAR-2.ipynb
Last active April 21, 2022 10:17
BVAR model
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@ricardoV94
ricardoV94 / behrens.ipynb
Created January 5, 2022 15:16
Aeppl behrens behavioral volatility model
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import numpy as np
import scipy.stats as st
import aesara
import aesara.tensor as at
import pymc as pm
from aeppl import joint_logprob
# Generative graph