A Bayesian analysis on time series structural equation models

DOI10.1016/j.jspi.2010.12.017zbMath1209.62040MaRDI QIDQ630936

Juan-Miguel Gracia

Publication date: 22 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.12.017

zbMATH Keywords

time series; latent variables; MCMC; structural equation model

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

62F15: Bayesian inference

65C40: Numerical analysis or methods applied to Markov chains

Uses Software

• LISREL
• EQS
• BMDP