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SSRNEconometrics & Forecasting

Bayesian VAR Count Data Forecasting

The article introduces a new method for predicting and modeling time series data, capable of managing overdispersion, skewness, and changing volatility.

Featured in No. 101 on 11 Jun 2025 · 2 days after release

Released
9 Jun 2025
First featured
No. 101 · 11 Jun 2025
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 5285954

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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