A comparison of vector autoregressive forecasting performance : spatial versus non-spatial Bayesian priors
Year of publication: |
2015
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Authors: | Lesage, James P. ; Cashell, Bryce A. |
Published in: |
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association. - Berlin : Springer-Verlag GmbH, DE, ISSN 0570-1864, ZDB-ID 280074-3. - Vol. 54.2015, 2, p. 533-560
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Subject: | Produktivitätsentwicklung | Productivity change | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Teilstaat | State of a federation | USA | United States | 1948-2013 |
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