A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors
2015 ◽
Vol 03
(04)
◽
pp. 146-158
◽
Forecasting Performance Comparison by Using Power Transformation between VAR and Bayesian VAR Models
2014 ◽
Vol 529
◽
pp. 621-624
2016 ◽
Vol 5
(2)
◽
pp. 81-99
◽
Keyword(s):
2015 ◽
Vol 210
◽
pp. 408-415
◽
Keyword(s):
1989 ◽
Vol 18
(2)
◽
pp. 673-702
◽
2015 ◽
Vol 05
(07)
◽
pp. 742-753
◽
Keyword(s):
2018 ◽
Keyword(s):
1990 ◽
Vol 13
(3)
◽
pp. 257-269
◽
Keyword(s):