Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model
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Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 791-897,
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- Karlsson, Sune, 2012. "Forecasting with Bayesian Vector Autoregressions," Working Papers 2012:12, Örebro University, School of Business.
- Peters, Gareth W. & Dong, Alice X.D. & Kohn, Robert, 2014.
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- Gareth W. Peters & Alice X. D. Dong & Robert Kohn, 2012. "A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving," Papers 1210.3849, arXiv.org, revised Dec 2012.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2010-05-02 (Econometrics)
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