Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks

✍ Scribed by Markus Jochmann; Gary Koop; Rodney W. Strachan

• Book ID: 113648081
• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 539 KB
• Volume: 26
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/j.ijforecast.2009.11.002