Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo
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Bibliographic InfoPaper provided by Australian Graduate School of Management in its series Statistics Working Paper with number _001.
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- Barnett, Glen & Kohn, Robert & Sheather, Simon, 1996. "Bayesian estimation of an autoregressive model using Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 74(2), pages 237-254, October.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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