Bayesian estimation and forecasting in non-linear models

DOI10.1016/0165-1765(94)00478-1MaRDI QIDQ671796zbMATH OpenOpenAlexFDO

Authors Anne Peguin-Feissolle

Publication date 27 February 1997

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(94)00478-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited in

(11)

• Bayesian forecasting and dynamic models
• Asymptotic properties of equilibrium forecasts in Bayesian learning models
• Testing for misspecification in the short-run component of GARCH-type models
• Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
• scientific article; zbMATH DE number 7234888 (Why is no real title available?)
• Bayesian forecasting with the Holt–Winters model
• Monitoring and Adaptation in Bayesian Forecasting Models
• Bayesian inference and forecasting in the stationary bilinear model
• A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS
• Probabilistic Forecasting and Bayesian Data Assimilation
• Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks

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