Bayesian long-run prediction in time series models
type: Item
instance of: scholarly article
title: Bayesian long-run prediction in time series models
zbMATH Open document ID: 0834.62091
DOI: 10.1016/0304-4076(94)01662-J
author: Gary Koop
author: Jacek Osiewalski
author: M. F. J. Steel
published in: Journal of Econometrics
publication date: 1996-04-09T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 803351
zbMATH Keywords: forecasting horizon
zbMATH Keywords: trend-stationarity
zbMATH Keywords: unit root
zbMATH Keywords: Bayesian long-run prediction
zbMATH Keywords: time series models
zbMATH Keywords: prior structures
zbMATH Keywords: posterior inferences
zbMATH Keywords: Jeffreys prior
zbMATH Keywords: predictive moments
zbMATH Keywords: parameter uncertainty
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 803351