|
|||||
|
|
Forecasting with dimension switching VARs |
|
| Institution: | 1. Eastern Mediterranean University, Cyprus;2. Southern Illinois University Edwardsville, United States;1. Durham University Business School, Durham University, Mill Hill Lane, DH1 3LB Durham, UK;2. Department of Economics, University of Pretoria, 0028 Pretoria, South Africa |
| Abstract: | |
| Keywords: | Bayesian VAR Model selection Variable selection Predictive likelihood |
| 本文献已被 ScienceDirect 等数据库收录！ | |