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

来源：

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

页码：109 / 118

页数：10

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
KAUFMAN, GM
[J]. ECONOMETRICA, 1969, 37 (01) : 44 - &
[8] KENDALL MG, 1958, ADV THEORY STATISTIC, V1
[9] ESTIMATION OF INTERDEPENDENT SYSTEMS IN MACROECONOMETRICS
KLEIN, LR
[J]. ECONOMETRICA, 1969, 37 (02) : 171 - &
[10] FIRST ORDER AUTOREGRESSION - INFERENCE ESTIMATION AND PREDICTION
ORCUTT, GH
WINOKUR, HS
[J]. ECONOMETRICA, 1969, 37 (01) : 1 - &