Application of Bayesian Vector Autoregressive Model in Regional Economic Forecast
The Bayesian vector autoregressive (BVAR) model introduces the statistical properties of variables as the prior distribution of the parameters into the traditional vector autoregressive (VAR) model, which can overcome the problem of too little freedom. The BVAR model established in this paper can ov...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/9985072 |