Varun Agiwal

Varun Agiwal è docente presso l'Indian Institute of Public Health di Hyderabad, in Telangana. I suoi studi riguardano la biostatistica sanitaria e l'analisi dei dati longitudinali.

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Analysis of structural break in VAR (k) time series model: a bayesian approach digital

by Umme Afifa, Varun Agiwal, Jitendra Kumar

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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