Bayesian long-run prediction in time series models (Q1899241)

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Bayesian long-run prediction in time series models
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    Bayesian long-run prediction in time series models (English)
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    9 April 1996
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    forecasting horizon
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    trend-stationarity
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    unit root
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    Bayesian long-run prediction
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    time series models
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    prior structures
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    posterior inferences
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    Jeffreys prior
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    predictive moments
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    parameter uncertainty
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