Bayesian vector autoregression
id:
bayesian-vector-autoregression-195-7525580
title:
Bayesian vector autoregression
text:
In statistics and econometrics, Bayesian vector autoregression (BVAR) uses Bayesian methods to estimate a vector autoregression (VAR) model. BVAR differs with standard VAR models in that the model parameters are treated as random variables, with prior probabilities, rather than fixed values. Vector autoregressions are flexible statistical models that typically include many free parameters. Given the limited length of standard macroeconomic datasets relative to the vast number of parameters avail
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Bayesian_vector_autoregression
date created:
date modified:
2024-03-29T00:21:29Z
main entity:
{"identifier":"Q4874480","url":"https://www.wikidata.org/entity/Q4874480"}
image:
fields total:
13
integrity:
13