Bayesian model selection and prediction with empirical applications

DOI10.1016/0304-4076(94)01672-MzbMath0925.62528OpenAlexW2057053231MaRDI QIDQ1899250

Peter C. B. Phillips

Publication date: 8 November 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01672-m

zbMATH Keywords

model selectionforecastingunit rootsBIC criterionPICBayes measureforecast encompass

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

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