Forecasting with specification‐switching VARs
Youngjin Hwang
| Year of publication: |
August 2017
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|---|---|
| Authors: | Hwang, Youngjin |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 5, p. 581-596
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| Subject: | forecasting | dynamic model averaging | dynamic model selection | VAR | Bayesian estimation | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Risikomaß | Risk measure | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2455 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011860701