Open AccessShort Term Forecasting Performances of Classical VAR and Sims-Zha Bayesian VAR Models for Time Series with Collinear Variables and Correlated Error Terms
Author(s) -
Monday Osagie Adenomon,
V. A. Michael,
Oteng Evans
Publication year - 2015
Publication title -
open journal of statistics
Language(s) - English
Resource type - Journals
eISSN - 2161-7198
pISSN - 2161-718X
DOI - 10.4236/ojs.2015.57074
Subject(s) - collinearity , series (stratigraphy) , term (time) , bayesian probability , statistics , mathematics , time series , econometrics , computer science , paleontology , physics , quantum mechanics , biology