cpi.txt
Creators:
Markku Lanne
;
Arto Luoma
;
Jani Luoto
From the dataset abstract
In this paper, we propose a Bayesian estimation and forecasting procedure for noncausal autoregressive (AR) models. Specifically, we derive the joint posterior density of the past and...
Source: BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/3ae5a209-9331-45db-b3d2-dd519ec29016/resource/0649691b-7d66-4eb7-88e1-18fcecb2b268/download/cpi.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
