SCOPUS 정보 검색 플랫폼

Volumn 39, Issue 2, 1999, Pages 297-317

A spatial prior for Bayesian vector autoregressive models

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN ANALYSIS; MODELING; SPATIAL ANALYSIS;

EID: 0032773722 PISSN: 00224146 EISSN: None Source Type: Journal
DOI: 10.1111/1467-9787.00135 Document Type: Article

Times cited : (43)

References (11)

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2
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- Doan, T.¹ Litterman, R.B.² Sims, C.A.³

3
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- Analysis of spatial contiguity influences on state price level formation
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- Dowd, M.R.¹ LeSage, J.P.²

4
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- Co-integration and error correction: Representation, estimation and testing
- Engle, Robert F. and Clive W.J. Granger. 1987. "Co-integration and Error Correction: Representation, Estimation and Testing," Econometrica, 55, 251-276.
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- Engle, R.F.¹ Granger, C.W.J.²

5
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- Statistical analysis of co-integration vectors
- Johansen, Soren. 1988. "Statistical Analysis of Co-integration Vectors," Journal of Economic Dynamics and Control, 12, 231-254.
- (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 231-254
- Johansen, S.¹

6
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- Using spatial contiguity as bayesian prior information in regional forecasting models
- LeSage, James P. and Zheng Pan. 1995. "Using Spatial Contiguity as Bayesian Prior Information in Regional Forecasting Models," International Regional Science Review, 18, 33-53.
- (1995) International Regional Science Review , vol.18 , pp. 33-53
- LeSage, J.P.¹ Zheng, P.²

7
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- A comparison of the forecasting ability of ECM and VAR models
- LeSage, James P. 1990. "A Comparison of the Forecasting Ability of ECM and VAR Models," Review of Economics and Statistics, 72, 664-671.
- (1990) Review of Economics and Statistics , vol.72 , pp. 664-671
- LeSage, J.P.¹

8
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- Incorporating regional wage relations in local forecasting models with a bayesian prior
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- (1989) International Journal of Forecasting , vol.5 , pp. 37-47
- LeSage, J.P.¹

9
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- Forecasting with bayesian vector autoregressions - Five years of experience
- Litterman, Robert B. 1986. "Forecasting with Bayesian Vector Autoregressions - Five Years of Experience," Journal of Business and Economic Statistics, 4, 25-38.
- (1986) Journal of Business and Economic Statistics , vol.4 , pp. 25-38
- Litterman, R.B.¹

10
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- Cointegration, error correction, and improved regional VAR forecasting
- Shoesmith, Gary L. 1992. "Cointegration, Error Correction, and Improved Regional VAR Forecasting," Journal of Forecasting, 11, 91-109.
- (1992) Journal of Forecasting , vol.11 , pp. 91-109
- Shoesmith, G.L.¹

11
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- On pure and mixed statistical estimation in economics
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- Theil, H.¹ Goldberger, A.S.²

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