Jitendra Kumar
Author's titles
Analysis of structural break in VAR (k) time series model: a bayesian approach
digital
Year:
2021
Vector autoregressive (VAR) model is the most popular modeling tool in macroeconomics. This study considers a Bayesian framework for VAR(k) model with a structural break in the mean. The structural change problem in VAR is of theoretical and practical importance in reference to the economic time series data...
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Online First Articles
A Data-Driven Approach to Multivariate Monte Carlo Simulation
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Application of Nonparametric Stability Methods in Chickpea (Cicer Arietinum L.) Crop Under Diverse Environments
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STATISTICA & APPLICAZIONI - 2021 - 2
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