A Bayesian analysis of normalized VAR models

A Bayesian analysis of normalized VAR models

Identified vector autoregressive (VAR) models have become widely used on time series data in recent years, but finite sample inference for such models remains a challenge. In this study, we propose a conjugate prior for Bayesian analysis of normalized VAR models. Under the prior, themarginal posterior of VAR parameters involved in identification can be either derived in closed form or simulated...

Bayesian Estimation and Hypothesis Testing of Identified Normalized VAR Models

In this paper, Bayesian estimation and hypothesis testing are introduced for identified normalized Vector Autoregressive (VAR) models. A class of priors is proposed to take advantage of the structure of normalized VAR models. Efficient Markov Chain Monte Carlo algorithms are used for sampling from the posterior of the VAR parameters without using Metropolis algorithms. Marginal likelihoods are ...

Normalized Power Prior Bayesian Analysis Normalized Power Prior Bayesian Analysis

Bayesian forecast combination for VAR models∗

This paper proposes a Bayesian procedure for combining forecasts from multivariate forecasting models, e.g. VAR models. Standard applications of Bayesian model averaging suffer from a basic difficulty in this context, when additional variables are included and modelled the connection between the overall measure of fit for the model and the expected forecasting performance for the variables of i...

a swot analysis of the english program of a bilingual school in iran

با توجه به جایگاه زبان انگلیسی به عنوان زبانی بین المللی و با در نظر گرفتن این واقعیت که دولت ها و مسئولان آموزش و پرورش در سراسر جهان در حال حاضر احساس نیاز به ایجاد موقعیتی برای کودکان جهت یاد گیری زبان انگلیسی درسنین پایین در مدارس دو زبانه می کنند، تحقیق حاضر با استفاده از مدل swot (قوت ها، ضعف ها، فرصتها و تهدیدها) سعی در ارزیابی مدرسه ای دو زبانه در ایران را دارد. جهت انجام این تحقیق در م...