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Bayesian estimation and forecasting in non-linear models

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Publication:671796
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DOI10.1016/0165-1765(94)00478-1zbMath0875.62589OpenAlexW2093041082MaRDI QIDQ671796

Anne Peguin-Feissolle

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00478-1



Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)


Related Items (2)

Testing for misspecification in the short-run component of GARCH-type models ⋮ Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries







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