Forecasting with Vector Autoregressions using Bayesian Variable Selection Methods: Comparison of Direct and Iterated Methods

Forecasting with Vector Autoregressions using Bayesian Variable Selection Methods: Comparison of Direct and Iterated Methods
复制标题

使用贝叶斯变量选择方法进行向量自回归预测:直接方法和迭代方法的比较

DOI:
--
复制
发表时间:
2019
期刊:
Ryukyu Economics Working Paper Series
影响因子:
--
通讯作者:
Katsuhiro Sugita
Katsuhiro Sugita
中科院分区:
--
文献类型:
--
作者:
Hayakawa Kazuhiko;Hou Jie;K. Hayakawa;Kazuhiko Hayakawa;Kazuhiko Hayakawa;Kazuhiko. Hayakawa;Kazuhiko Hayakawa;Kazuhiko Hayakawa;Kazuhiko Hayakawa;K. Hayakawa;K. Hayakawa;Katsuhiro Sugita

文献摘要

相似文献