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Bayesian prediction with cointegrated vector autoregressions
Villani, Mattias - In: International journal of forecasting 17 (2001) 4, pp. 585-605
Persistent link: https://www.econbiz.de/10001637755
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Forecasting macroeconomic time series with locally adaptive signal extraction
Giordani, Paolo; Villani, Mattias - In: International journal of forecasting 26 (2010) 2, pp. 312-325
Persistent link: https://www.econbiz.de/10003980375
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Mixed frequency models: Bayesian approaches to estimation and prediction
Giordani, Paolo; Villani, Mattias - In: International journal of forecasting 26 (2010) 2, pp. 293-312
Persistent link: https://www.econbiz.de/10008391794
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Bayesian prediction with cointegrated vector autoregressions
Villani, Mattias - In: International journal of forecasting 17 (2001) 4, pp. 585-606
Persistent link: https://www.econbiz.de/10006977006