BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS
| Year of publication: |
2012
|
|---|---|
| Authors: | Lanne, Markku ; Luoma, Arto ; Luoto, Jani |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 5, p. 812-830
|
| Publisher: |
John Wiley & Sons, Ltd. |