统计研究 ›› 2004, Vol. 21 ›› Issue (1): 44-5.
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朱慧明
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Abstract: This paper mainly deals with the Bayesian statistical inference theory on the VAR ( ρ ) 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.
朱慧明 . 基于Minnesota共轭先验分布的贝叶斯VAR(ρ)预测模型[J]. 统计研究, 2004, 21(1): 44-5.
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https://tjyj.stats.gov.cn/CN/Y2004/V21/I1/44
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