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. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 27.2012, 5, p. 812-831
|