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Consider VARX #38

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nk027 opened this issue Nov 26, 2019 · 1 comment
Open

Consider VARX #38

nk027 opened this issue Nov 26, 2019 · 1 comment
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wontfix This will not be worked on

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nk027 commented Nov 26, 2019

There seems to be some interest for this and estimation-wise the implementation should be feasible. However, analysis and some potentially important details may diverge to the point where it does not make sense to add this feature. E.g. dummy-observation priors would probably not be compatible.
@nk027 nk027 added enhancement New feature or request on hold Not a priority or dependent on something else labels Nov 26, 2019
@nk027 nk027 added wontfix This will not be worked on and removed on hold Not a priority or dependent on something else labels Dec 11, 2019
@nk027 nk027 removed the enhancement New feature or request label Feb 5, 2020
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nk027 commented Aug 18, 2021 •
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Also see #70 with some code to work it out using FWL.

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