摘要
This paper mainly deals with the Bayesian statistical inference theory on the VAR(p) forecasting model based on the parameters’ Minnesota conjugate prior distribution,including the prior distribution’s structure, the parameters’ posterior distribution, and compares the forecasting accuracy of AR,VAR and BVAR model.
This paper mainly deals with the Bayesian statistical inference theory on the VAR(p) forecasting model based on the parameters’ Minnesota conjugate prior distribution,including the prior distribution's structure, the parameters’ posterior distribution, and compares the forecasting accuracy of AR,VAR and BVAR model.
出处
《统计研究》
CSSCI
北大核心
2004年第1期44-48,共5页
Statistical Research
