A Bayesian approach to state space multivariate time series modeling
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- 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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"Forecasting and Conditional Projection Using Realistic Prior Distributions,"
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- Zellner, Arnold, 1978. "Estimation of functions of population means and regression coefficients including structural coefficients : A minimum expected loss (MELO) approach," Journal of Econometrics, Elsevier, vol. 8(2), pages 127-158, October.
- Tiao, George C & Tsay, Ruey S, 1983. "Multiple Time Series Modeling and Extended Sample Cross-Correlations," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(1), pages 43-56, January.
- 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.
- Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
- Thompson, Patrick A & Miller, Robert B, 1986. "Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(4), pages 427-36, October.
- Havenner, Arthur & Aoki, Masanao, 1988. "An instrumental variables interpretation of linear systems theory estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 49-54, March.
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