Forecasting with specification‐switching VARs
Year of publication: |
August 2017
|
---|---|
Authors: | Hwang, Youngjin |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 36.2017, 5, p. 581-596
|
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 |
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