The problem of forecasting from vector autoregressive models has attracted considerable attention in the literature. The most popular non-Bayesian approaches use either asymptotic approximations or bootstrapping to evaluate the uncertainty associated with the forecast. The practice in the empirical
On a mixture vector autoregressive model
β Scribed by P. W. Fong; W. K. Li; C. W. Yau; C. S. Wong
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- French
- Weight
- 243 KB
- Volume
- 35
- Category
- Article
- ISSN
- 0319-5724
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