经济预测的统计方法

A Statistical Approach to Economic Forecasting

Journal of Business & Economic Statistics · 1986
被引 79
人大 AABS 4

Abstract

A recently developed statistical model, called Bayesian vector autoregression, has proven to be a useful tool for economic forecasting. Such a model today forecasts a strong resurgence of growth in the second half of 1985 and in 1986.

贝叶斯向量自回归经济预测统计模型