Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data

  1. García Ferrer, Antonio
  2. Hoyo Bernat, Juan Luis
  3. Novales Cinca, Alfonso
  4. Young, Peter C.
Book:
Bayesian analysis in statistics and econometrics: essays in honor of Arnold Zellner
  1. Berry, Donald A. (ed. lit.)
  2. Chaloner, Kathryn M. (ed. lit.)
  3. Geweke, John (ed. lit.)

Publisher: New York [etc.] : Wiley, 1996

ISBN: 0-471-11856-7

Year of publication: 1996

Pages: 15-28

Type: Book chapter