Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 4 (1986)
Issue (Month): 4 (October)
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Working Paper Series
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- Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
- Villani, Mattias, 2001. "Bayesian prediction with cointegrated vector autoregressions," International Journal of Forecasting, Elsevier, vol. 17(4), pages 585-605.
- Liu, Shu-Ing, 2001. "Bayesian model determination for binary-time-series data with applications," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 461-473, June.
- Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
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