Tags » State Space

Estimating a Bayesian TVP-VAR Model in R

This post guides through the estimation process of a Bayesian TVP-VAR model, where the algorithm proposed by Durbin & Koopman (2002) is used to draw samples of the parameter coefficients. 1,095 more words


Model Code

The ultimate goal is a consideration of how to create a working model of the human mind using a computer. Since no one knows how to do that yet (or if it’s even possible to do), there’s a lot of guesswork involved, and our best result can only be a very rough estimate. 1,624 more words


what percolates through the membrane of the self...

I am much less than I think I am
and so much more than I could ever imagine

I am a specific pattern of engagement with the environment… 9 more words