Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
Year of publication: |
2009-09
|
---|---|
Authors: | Lanne, Markku ; Luoma, Arto ; Luoto, Jani |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Noncausality | Autoregression | Bayesian model selection | Forecasting |
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