Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks
Markus Jochmann; Gary Koop; Rodney W. Strachan
| Year of publication: |
2010
|
|---|---|
| Authors: | Jochmann, Markus ; Koop, Gary ; Strachan, Rodney W. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 2, p. 326-347
|
| Subject: | VAR-Modell | VAR model | Strukturbruch | Structural break | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003980380