Bayesian prediction in threshold autoregressive models with exponential white noise

Isabel Pereira () and M. Antonia Amaral-Turkman

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2004, vol. 13, issue 1, 45-64

Keywords: Threshold model; Bayesian prediction; Gibbs sampler; 62CF15; 62M10; 62M20 (search for similar items in EconPapers)
Date: 2004
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DOI: 10.1007/BF02603000

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