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Bayesian prediction with cointegrated vector autoregressions

International Journal of Forecasting, 17(4): 585--605, 2001.
Authors: Mattias Villani
URL: http://www.sciencedirect.com/science/article/B6V92-449TJ2C-2/1/68a651b4c19797ab5f7589d6e49f0279
Tags: Bayesian
| URL | BibTeX  
@article{Villani2001,
title = {Bayesian prediction with cointegrated vector autoregressions},
author = {Mattias Villani},
journal = {International Journal of Forecasting},
month = {00},
number = {4},
pages = {585--605},
url = {http://www.sciencedirect.com/science/article/B6V92-449TJ2C-2/1/68a651b4c19797ab5f7589d6e49f0279},
volume = {17},
year = {2001},
keywords = {Bayesian }
}