A Litterman BVAR approach for production forecasting of technology industries
Po‐Hsuan Hsu, Chi‐Hsiu Wang, Joseph Z. Shyu, Hsiao–Cheng Yu
Abstract
Po‐Hsuan Hsu, Chi‐Hsiu Wang, Joseph Z. Shyu, Hsiao–Cheng Yu
Abstract
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Key concepts: Bayesian vector autoregression, Vector autoregression, Production (economics), Autoregressive model, Industrial production, Econometrics, Technology forecasting, Bayesian probability