Bayesian averaging of classical estimates in asymmetric vector autoregressive models (Q5267872)
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scientific article; zbMATH DE number 6730495
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| English | Bayesian averaging of classical estimates in asymmetric vector autoregressive models |
scientific article; zbMATH DE number 6730495 |
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Bayesian averaging of classical estimates in asymmetric vector autoregressive models (English)
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13 June 2017
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AVAR
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BACE
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forecasting
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robustness procedures
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0.7862063646316528
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0.7625362277030945
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0.759833812713623
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0.7525854706764221
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