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Time Series Modelling with a Bayesian Frame of Reference: I. Concepts and Illustrations

Peter C.B. Phillips, Werner Ploberger
RePEc: Research Papers in Economics

Data up to Jan 2025

Published1991
Citations12
References3
Fields
Computer scienceMathematicsBiologyAlgorithmEconometricsArtificial intelligence

Total Citations Per Year

Abstract

References (3)

Bayesian routes and unit roots: De rebus prioribus semper est disputandum

1991 • 93 citations

Bayes models and forecasts of Australian macroeconomic time series

1994 • 33 citations

The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence

1991 • 6 citations

Cited By (0)

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