Projects funded by the NCN
Model averaging for vector autoregression - automatic model selection and forecasting procedure
2022/45/B/HS4/00841
Keywords:
vector autoregressive model model averaging forecasting model selection
Descriptors:
- HS4_003:
- HS4_001:
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Wyższa Szkoła Bankowa w Toruniu
woj. kujawsko-pomorskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 23 - announced on 2022-03-28
Amount awarded: 284 488 PLN
Project start date (Y-m-d): 2023-01-27
Project end date (Y-m-d): 2026-12-26
Project duration:: 47 months (the same as in the proposal)
Project status: Pending project
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (2)
- Bayesian Model Averaging for VAR models: gretl-based implementationAuthors:Marcin Błażejowski, Paweł Kufel, Jacek KwiatkowskiAcademic press:Computational Statistics (rok: 2026, tom: 41, strony: 46041), Wydawca: SpringerStatus:PublishedDOI:10.1007/s00180-026-01716-8 - link to the publication
- Financial indicators as determinants of integrated reporting quality: evidence from PolandAuthors:Maja Piesiewicz, Paweł KufelAcademic press:Meditari Accountancy Research (rok: 2025, tom: 33, strony: 929-958), Wydawca: EmeraldStatus:PublishedDOI:10.1108/MEDAR-04-2024-2455 - link to the publication