Forecasting and conditional projection using realistic prior distributions
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Publication:4720639
DOI10.1080/07474938408800053zbMath0613.62142OpenAlexW2614854554MaRDI QIDQ4720639
Thomas Doan, Robert Litterman, Christopher A. Sims
Publication date: 1984
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938408800053
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Economic time series analysis (91B84)
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