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Bayesian multiperiod forecasts for ARX models

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  • Shu-Ing Liu

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  • Shu-Ing Liu, 1995. "Bayesian multiperiod forecasts for ARX models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(2), pages 211-224, June.
    • Handle: RePEc:spr:aistmt:v:47:y:1995:i:2:p:211-224
    DOI: 10.1007/BF00773458
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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.
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