Self-tuning robust adjustment within multivariate regression time series models with vector-autoregressive random errors
نویسندگان
چکیده
منابع مشابه
Comparison of Neural Network Models, Vector Auto Regression (VAR), Bayesian Vector-Autoregressive (BVAR), Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) Process and Time Series in Forecasting Inflation in Iran
This paper has two aims. The first is forecasting inflation in Iran using Macroeconomic variables data in Iran (Inflation rate, liquidity, GDP, prices of imported goods and exchange rates) , and the second is comparing the performance of forecasting vector auto regression (VAR), Bayesian Vector-Autoregressive (BVAR), GARCH, time series and neural network models by which Iran's inflation is for...
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ژورنال
عنوان ژورنال: Journal of Geodesy
سال: 2020
ISSN: 0949-7714,1432-1394
DOI: 10.1007/s00190-020-01376-6