Prior Selection for Vector Autoregressions
收藏NBER2012-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18467
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资源简介：
Vector autoregressions (VARs) are flexible time series models that can capture complex dynamic interrelationships among macroeconomic variables. However, their dense parameterization leads to unstable inference and inaccurate out-of-sample forecasts, particularly for models with many variables. A
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美国国家经济研究局创建时间：
2012-10-01
