Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models
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References listed on IDEAS
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- Koop, Gary & Osiewalski, Jacek & Steel, Mark F. J., 1995.
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- 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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- Gonçalves Mazzeu, Joao Henrique & Ruiz, Esther & Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
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- Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
- 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.
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- Christoffel, Kai & Coenen, Gunter & Warne, Anders, 2007. "Conditional versus unconditional forecasting with the New Area-Wide Model of the euro area," MPRA Paper 76759, University Library of Munich, Germany.
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