Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

• 1 January 1973
• journal article
• Published by JSTOR in Econometrica
• Vol. 41  (1) , 109
• https://doi.org/10.2307/1913887

Abstract

Keywords

• DIFFERENCE EQUATIONS
• MULTIPERIOD PREDICTIONS
• BAYESIAN METHODS
• STOCHASTIC DIFFERENCE