搜索结果: 1-1 共查到“应用经济学 vector autoregressive models”相关记录1条 . 查询时间(0.062 秒)
Forecasting with time-varying vector autoregressive models
time-varying vector autoregressive models
2010/12/13
The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible ...