Bayesian Econometrics
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Publication:5902792
DOI10.2307/1911235zbMath0569.62099OpenAlexW4231386179MaRDI QIDQ5902792
Publication date: 1985
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911235
predictionestimationtestingreviewprior informationmultivariate statistical VAR and ARMA time series models
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Economic time series analysis (91B84)
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