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<P>Markov swtching bayesian VAR是R2.7以后的一个应用包，对应包的一篇原文找到贡献给大家。</P>
<P>相信Bayesian VAR在预测领域要好于VAR 和VEC。</P>
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<P>Advances in Bayesian Time Series Modeling and<BR>the Study of Politics: Theory Testing, Forecasting,<BR>and Policy Analysis<BR>Patrick T. Brandt<BR>School of Social Sciences, University of Texas at Dallas,<BR>Box 830688, Richardson, TX 75083<BR>e-mail: <A href="mailto:pbrandt@utdallas.edu">pbrandt@utdallas.edu</A> (corresponding author)<BR>John R. Freeman<BR>Department of Political Science, University of Minnesota,<BR>267 19th Avenue, Minneapolis, MN 55455<BR>e-mail: <A href="mailto:freeman@polisci.umn.edu">freeman@polisci.umn.edu</A></P>
<P align=right><FONT color=#000066>[此贴子已经被yahoocom于2009-3-16 11:20:43编辑过]</FONT></P>