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_3: Econometrics, statistical methods
- HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)
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): 2026-01-26
Project duration:: 36 months (the same as in the proposal)
Project status: Pending project
Project description
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