Bayesian forecasts for cointegrated models

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/33508

Title:	Bayesian forecasts for cointegrated models
Authors:	Liu,SI
Contributors:	統計研究所
Keywords:	INFERENCE;SYSTEMS
Date:	2002
Issue Date:	2010-07-07 11:34:41 (UTC+8)
Publisher:	中央大學
Abstract:	This paper investigates Bayesian forecasts for some cointegrated time series data. Suppose data are derived from some cointegrated model, but, an unrestricted vector autoregressive model, without including cointegrated conditions, is fitted; the implicati
Relation:	JOURNAL OF FORECASTING
Appears in Collections:	[Graduate Institute of Statistics] journal & Dissertation

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