Bayesian model selection and prediction with empirical applications
type: Item
instance of: scholarly article
title: Bayesian model selection and prediction with empirical applications
zbMATH Open document ID: 0925.62528
DOI: 10.1016/0304-4076(94)01672-M
author: Peter C. B. Phillips
published in: Journal of Econometrics
publication date: 1999-11-08T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 803359
zbMATH Keywords: Bayes measure
zbMATH Keywords: BIC criterion
zbMATH Keywords: forecasting
zbMATH Keywords: forecast encompass
zbMATH Keywords: model selection
zbMATH Keywords: PIC
zbMATH Keywords: unit roots
MaRDI profile type: Publication
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full work available at URL: 0304-4076(94)01672-m
OpenAlex ID: W2057053231
description: scientific article; zbMATH DE number 803359