Bayesian vector autoregression time series forecasting model

This dissertation describes a technique of economic forecasting with Bayesian vector autoregression (BVAR), which has been used successfully in macro-economy forecasting.

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Bibliographic Details
Main Author:	Chen, Wen.
Other Authors:	Chin, Teck Chai
Format:	Theses and Dissertations
Published:	2008
Subjects:	DRNTU::Engineering::Electrical and electronic engineering::Electronic systems
Online Access:	http://hdl.handle.net/10356/3859
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-3859
record_format	dspace
spelling	sg-ntu-dr.10356-38592023-07-04T15:41:56Z Bayesian vector autoregression time series forecasting model Chen, Wen. Chin, Teck Chai School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Electronic systems This dissertation describes a technique of economic forecasting with Bayesian vector autoregression (BVAR), which has been used successfully in macro-economy forecasting. Master of Science (Computer Control and Automation) 2008-09-17T09:39:11Z 2008-09-17T09:39:11Z 2001 2001 Thesis http://hdl.handle.net/10356/3859 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Engineering::Electrical and electronic engineering::Electronic systems
spellingShingle	DRNTU::Engineering::Electrical and electronic engineering::Electronic systems Chen, Wen. Bayesian vector autoregression time series forecasting model
description	This dissertation describes a technique of economic forecasting with Bayesian vector autoregression (BVAR), which has been used successfully in macro-economy forecasting.
author2	Chin, Teck Chai
author_facet	Chin, Teck Chai Chen, Wen.
format	Theses and Dissertations
author	Chen, Wen.
author_sort	Chen, Wen.
title	Bayesian vector autoregression time series forecasting model
title_short	Bayesian vector autoregression time series forecasting model
title_full	Bayesian vector autoregression time series forecasting model
title_fullStr	Bayesian vector autoregression time series forecasting model
title_full_unstemmed	Bayesian vector autoregression time series forecasting model
title_sort	bayesian vector autoregression time series forecasting model
publishDate	2008
url	http://hdl.handle.net/10356/3859
_version_	1772826749234577408

Bayesian vector autoregression time series forecasting model

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