Open Journal of Statistics

Vol.6 No.1(2016), Paper ID 63763, 37 pages

DOI:10.4236/ojs.2016.61012

 

On the Performances of Classical VAR and Sims-Zha Bayesian VAR Models in the Presence of Collinearity and Autocorrelated Error Terms

 

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 © 2016 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. (2016) On the Performances of Classical VAR and Sims-Zha Bayesian VAR Models in the Presence of Collinearity and Autocorrelated Error Terms. Open Journal of Statistics, 6, 96-132. doi: 10.4236/ojs.2016.61012.

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