Bayesian Inference and Forecasting in the Stationary Bilinear Model
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References listed on IDEAS
- Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-01-10 (All new papers)
- NEP-ECM-2014-01-10 (Econometrics)
- NEP-ETS-2014-01-10 (Econometric Time Series)
- NEP-FOR-2014-01-10 (Forecasting)
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