BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS

Markku Lanne, Arto Luoma and Jani Luoto

Journal of Applied Econometrics, 2012, vol. 27, issue 5, 812-830

Date: 2012
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Working Paper: Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models (2009)
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