Bayesian model selection and prediction with empirical applications
Open Access
- 30 September 1995
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 69 (1) , 289-331
- https://doi.org/10.1016/0304-4076(94)01672-m
Abstract
No abstract availableKeywords
All Related Versions
This publication has 11 references indexed in Scilit:
- Understanding spurious regressions in econometricsPublished by Elsevier ,2002
- Posterior Odds Testing for a Unit Root with Data-Based Model SelectionEconometric Theory, 1994
- Spurious Regression in Forecast-Encompassing TestsEconometric Theory, 1994
- Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth ratesJournal of Econometrics, 1993
- Reconsidering ‘trends and random walks in macroeconomic time series’Journal of Monetary Economics, 1991
- On Bayesian routes to unit rootsJournal of Applied Econometrics, 1991
- Trends versus Random Walks in Time Series AnalysisEconometrica, 1988
- Econometric Evaluation of Linear Macro-Economic ModelsThe Review of Economic Studies, 1986
- Recursive estimation of mixed autoregressive-moving average orderBiometrika, 1982
- Trends and random walks in macroeconmic time seriesJournal of Monetary Economics, 1982