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On forecasting with univariate autoregressive processes: a bayesian approach
5 references·0 citing·18 second hop
On forecasting with univariate autoregressive processes: a bayesian approach (1984)On forecasting with univariate autoregres…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Bayesian Forecasting (1976)Bayesian ForecastingMultiperiod Predictions from Stochastic Difference Equations by Bayesian Methods (1973)Multiperiod Predictions from …Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Applied Statistical Decision Theory (1962)First Order Autoregression: Inference, Estimation, and Prediction (1969)Econometric Models of Cyclical Behaviour. (1973)ARIMA Forecasting Models in Inventory Control (1982)The exact multi-period mean-square forecast error for the first-order autoregressive model (1988)Tests for serial dependence in static, non-Gaussian factor models (2015)Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Curve Fitting and Optimal Design for Prediction (1978)A Bayesian Analysis of Kriging (1993)The effect of air pollution on migration: Evidence from China (2022)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Generalized autoregressive conditional heteroskedasticity (1986)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1976Bayesian Forecasting671 cited
  • 1973Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods57 cited

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