Model averaging for time-varying vector autoregressions

Yuying Sun, Feng Chen, and Jiti Gao

Year of publication:	[2025]
Authors:	Sun, Yuying ; Chen, Feng ; Gao, Jiti
Publisher:	[Victoria, Australia] : [Monash University, Department of Econometrics and Business Statistics]
Subject:	Asymptotic optimality \| Consistency \| Structural change \| Time-varying weight \| VAR-Modell \| VAR model \| Bayes-Statistik \| Bayesian inference \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Strukturwandel

freely available

Full text |

More access options

ideas.repec.org

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10015375020

A service of the