A Bayesian approach to state space multivariate time series modeling
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- Thomas Doan & Robert B. Litterman & Christopher A. Sims, 1983.
"Forecasting and Conditional Projection Using Realistic Prior Distributions,"
NBER Working Papers
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- Aoki, Masanao & Havenner, Arthur, 1989. "A method for approximate representation of vector-valued time series and its relation to two alternatives," Journal of Econometrics, Elsevier, vol. 42(2), pages 181-199, October.
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- Zellner, Arnold & Williams, Anne D., 1973. "Bayesian analysis of the federal reserve- MIT-Penn model's almon lag consumption function," Journal of Econometrics, Elsevier, vol. 1(3), pages 267-299, October.
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