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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| Format: | Theses and Dissertations |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/3859 |
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| Institution: | Nanyang Technological University |