Open Journal of Modelling and Simulation

Vol.3 No.4(2015), Paper ID 60114, 13 pages

DOI:10.4236/ojmsi.2015.34016

 

A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors

 

M. O. Adenomon, V. A. Michael, O. P. Evans

 

Department of Mathematics & Statistics, The Federal Polytechnic, Bida, Nigeria
Department of Mathematics & Statistics, The Federal Polytechnic, Bida, Nigeria
Department of Mathematics & Statistics, The Federal Polytechnic, Bida, Nigeria

 

Copyright © 2015 M. O. Adenomon, V. A. Michael, O. P. Evans et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Adenomon, M. , Michael, V. and Evans, O. (2015) A Simulation Study on the Performances of Classical Var and Sims-Zha Bayesian Var Models in the Presence of Autocorrelated Errors. Open Journal of Modelling and Simulation, 3, 146-158. doi: 10.4236/ojmsi.2015.34016.

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