SHILLERGIBBS—Gibbs Sampling Applied to Shiller Smoothness prior

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TomDoan
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SHILLERGIBBS—Gibbs Sampling Applied to Shiller Smoothness prior

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SHILLERGIBBS.RPF demonstrates Gibbs sampling analysis of Shiller Smoothness Prior (for a distributed lag).

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haversample.rat
Data file
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Last bumped by TomDoan on Wed Dec 11, 2024 10:41 am.
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