Consider, again, the quarterly growth series (z_{t}) of Problem 4. Obtain Bayesian estimation of a VAR(4) model.

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Consider, again, the quarterly growth series $z_{t}$ of Problem 4. Obtain Bayesian estimation of a VAR(4) model. Write down the fitted model.

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Multivariate Time Series Analysis

ISBN: 9781118617908

1st Edition

Authors: Ruey S. Tsay

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Question Posted: May 08, 2024 01:12 AM

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Consider, again, the quarterly growth series (z_{t}) of Problem 4. Obtain Bayesian estimation of a VAR(4) model.

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Multivariate Time Series Analysis

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