Forecast covariances in the linear multiregression dynamic model
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References listed on IDEAS
- Tebaldi, Claudia & West, Mike & Karr, Alan F, 2002. "Statistical Analyses of Freeway Traffic Flows," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(1), pages 39-68, January.
- Queen, Catriona M. & Smith, Jim Q. & James, David M., 1994. "Bayesian forecasts in markets with overlapping structures," International Journal of Forecasting, Elsevier, vol. 10(2), pages 209-233, September.
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