Multiperiod Bayesian forecasts forAR models
| Year of publication: |
1994
|
|---|---|
| Authors: | Liu, Shu-Ing |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 46.1994, 3, p. 429-452
|
| Publisher: |
Springer |
| Subject: | AR model | Bayesian analysis | posterior mean | predictive density | regression analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395527