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Bayesian model determination for binary-time-series data with applications

Liu, Shu-Ing - In: Computational Statistics & Data Analysis 36 (2001) 4, pp. 461-473

Persistent link: https://www.econbiz.de/10005020859

A robust and easy confidence procedure with moderately long-tailed symmetric distributions

Liu, Shu-Ing - In: Computational Statistics & Data Analysis 12 (1991) 3, pp. 281-294

Persistent link: https://www.econbiz.de/10005172630

Bayesian Forecasts for Cointegrated Models.

Liu, Shu-Ing - In: Journal of Forecasting 21 (2002) 3, pp. 167-80

This paper investigates Bayesian forecasts for some cointegrated time series data. Suppose data are derived from some cointegrated model, but, an unrestricted vector autoregressive model, without including cointegrated conditions, is fitted; the implication of using an incorrect model will be...

Persistent link: https://www.econbiz.de/10005596890

Bayesian multiperiod forecasts for ARX models

Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics 47 (1995) 2, pp. 211-224

Persistent link: https://www.econbiz.de/10005395514

Multiperiod Bayesian forecasts forAR models

Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics 46 (1994) 3, pp. 429-452

Persistent link: https://www.econbiz.de/10005395527