MULTIPERIOD PREDICTIONS FROM STOCHASTIC DIFFERENCE EQUATIONS BY BAYESIAN METHODS

被引:17
作者
CHOW, GC [1 ]
机构
[1] PRINCETON UNIV,PRINCETON,NJ 08540
关键词
D O I
10.2307/1913887
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:109 / 118
页数:10
相关论文
共 13 条
[1]  
ANDERSON TW, 1958, INTRO MULTIVARIANTE
[2]  
DREZE JH, 1970, 7031 CATH U LOUV CTR
[3]  
FAIR RC, 1971, 121 EC RES PROGR RES
[4]  
HICKMAN BG, ECONOMETRIC MODELS C
[5]  
Jeffreys H., 1948, THEORY PROBABILITY, V2nd
[6]  
Kaufman G. M., 1967, 6710 CATH U LOUV CTR
[7]   CONDITIONAL PREDICTION AND UNBIASEDNESS IN STRUCTURAL EQUATIONS [J].
KAUFMAN, GM .
ECONOMETRICA, 1969, 37 (01) :44-&
[8]  
KENDALL MG, 1958, ADV THEORY STATISTIC, V1
[9]   ESTIMATION OF INTERDEPENDENT SYSTEMS IN MACROECONOMETRICS [J].
KLEIN, LR .
ECONOMETRICA, 1969, 37 (02) :171-&
[10]   FIRST ORDER AUTOREGRESSION - INFERENCE ESTIMATION AND PREDICTION [J].
ORCUTT, GH ;
WINOKUR, HS .
ECONOMETRICA, 1969, 37 (01) :1-&