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Add Hierarchical BVAR example#456

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OriolAbril merged 19 commits intopymc-devs:mainpymc-devs/pymc-examples:mainfrom

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Dec 13, 2022

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Commits on Nov 1, 2022

• [Hierarchical BVAR #286] initial draft of Hierarchical BVAR example

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Commits on Nov 6, 2022

• [Hierarchical BVAR #286] focused discussion on simple VARs and fake data and irish example compared to statsmodels. Included example of small hierarchical case.

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Commits on Nov 18, 2022

• [Hierarchical BVAR #286] added more explanatory text and estimated hierarchical model using blackjax nuts sampler

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• [Hierarchical BVAR #286] improved visuals and add all countries to hierarchical model fit

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Commits on Nov 19, 2022

• [Hierarchical BVAR #286] fixed issue with hierarchical model fit. Fixed some typos too.

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Commits on Nov 20, 2022

• [Hierarchical BVAR #286] added forest plots, corrected typos and improved discussion.

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Commits on Nov 21, 2022

• [Hierarchical BVAR #286] added image and scrollable view of image for full model

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• Update bayesian_var_model.myst.md

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• [Hierarchical BVAR #286] reverting full model image

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Commits on Dec 9, 2022

• [Hierarchical BVAR #286] updated with feedback from pull request review

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• Merge branch 'main' into bvar_example

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• [Hierarchical BVAR #286] tidying bibtex file

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• [Hierarchical BVAR #286] trying bibtex tidy again

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• [Hierarchical BVAR #286] added new line to end of bib file

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• [Hierarchical BVAR #286] removed tabs from bib entry

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• [Hierarchical BVAR #286] indent with 2 spaces bibtex

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• [Hierarchical BVAR #286] think i got it this time bibtex

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Commits on Dec 10, 2022

• [Hierarchical BVAR #286] updated with requested changes and improved prior of model for statsmodels comparison

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Commits on Dec 12, 2022

• [Hierarchical BVAR #286] corrected hierarchical model tag

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