Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models

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http://hdl.handle.net/10138/230225

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Lanne , M , Luoma , A & Luoto , J 2012 , ' Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models ' , Journal of Applied Econometrics , vol. 27 , no. 5 , pp. 812-830 . https://doi.org/10.1002/jae.1217

Title: Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models
Author: Lanne, Markku; Luoma, Arto; Luoto, Jani
Contributor: University of Helsinki, Department of Political and Economic Studies (2010-2017)
University of Helsinki, Department of Political and Economic Studies (2010-2017)
Date: 2012
Language: eng
Number of pages: 19
Belongs to series: Journal of Applied Econometrics
ISSN: 0883-7252
URI: http://hdl.handle.net/10138/230225
Subject: 511 Economics
112 Statistics and probability
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