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://jda-test.zbw.eu/dataset/06cc700b-f71e-4de0-a983-601664e96969/resource/177f8a81-4175-4682-afc7-a1095c055fb4/download/cpi.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
