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Multiperiod Bayesian forecasts forAR models

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  • Shu-Ing Liu

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  • Shu-Ing Liu, 1994. "Multiperiod Bayesian forecasts forAR models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 429-452, September.
    • Handle: RePEc:spr:aistmt:v:46:y:1994:i:3:p:429-452
    DOI: 10.1007/BF00773509
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    References listed on IDEAS

    as
    1. Monahan, John F., 1983. "Fully Bayesian analysis of ARMA time series models," Journal of Econometrics, Elsevier, vol. 21(3), pages 307-331, April.
    2. Chow, Gregory C, 1973. "Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods," Econometrica, Econometric Society, vol. 41(1), pages 109-118, January.
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