Bayesian long-run prediction in time series models
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- Osiewalski, Jacek & Steel, Mark F. J., 1993.
"Robust bayesian inference in elliptical regression models,"
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- Osiewalski, J. & Steel, M., 1990. "Robust Bayesian Inference In Elliptical Regression Models," Papers 9032, Tilburg - Center for Economic Research.
- Osiewalski, J. & Steel, M.F.J., 1990. "Robust Bayesian inference in elliptical regression models," Discussion Paper 1990-32, Tilburg University, Center for Economic Research.
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- Fuller, Wayne A. & Hasza, David P., 1980. "Predictors for the first-order autoregressive process," Journal of Econometrics, Elsevier, vol. 13(2), pages 139-157, June.
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- Dreze, Jacques H., 1977.
"Bayesian regression analysis using poly-t densities,"
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- DREZE, Jacques H., . "Bayesian regression analysis using poly-t densities," CORE Discussion Papers RP -316, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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.
- Peter C.B. Phillips, 1990.
"To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends,"
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950, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P C B, 1991. "To Criticize the Critics: An Objective Bayesian Analysis of Stochastic Trends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 333-64, Oct.-Dec..
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