Subset threshold autoregression

Journal of Forecasting

Volumn 22, Issue 1, 2003, Pages 49-66

  So, Mike K P ^a   Chen, Cathy W S ^b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

Arranged autoregression; Hierarchical Bayes; Markov chain Monte Carlo; Metropolis algorithm; Stochastic search variable selection; Unemployment rate

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MARKOV PROCESSES; MONTE CARLO METHODS; SET THEORY;

AUTOREGRESSION;

REGRESSION ANALYSIS;

EID: 0037276020     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.859     Document Type: Article

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