Coherent Predictions of Low Count Time Series
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References listed on IDEAS
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More about this item
KeywordsForecasting; Discrete Time Series; INAR(1); Bayesian Prediction; Bayesian Model Averaging.;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-04-21 (All new papers)
- NEP-ECM-2003-04-24 (Econometrics)
- NEP-ETS-2003-04-21 (Econometric Time Series)
- NEP-RMG-2003-04-21 (Risk Management)
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