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Bayesian Method of Moments Analysis of Time Series Models with an Application to Forecasting Turning Points in Output Growth Rates," H.G.B. Alexander Research Foundation (1998)

by A Zellner, J Tobias, H Ryu
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A Note on Aggregation, Disaggregation and Forecasting Performance

by Arnold Zellner, Justin Tobias , 1999
"... this paper are first converted to real quantities by dividing each variable by a country-specific price index. The variables are then logged, firstdifferenced, and multiplied by 100 to convert to growth rates. Estimation results for the AR(3)LI model in equation (1) are presented in Table 3, and coe ..."
Abstract - Cited by 7 (0 self) - Add to MetaCart
this paper are first converted to real quantities by dividing each variable by a country-specific price index. The variables are then logged, firstdifferenced, and multiplied by 100 to convert to growth rates. Estimation results for the AR(3)LI model in equation (1) are presented in Table 3, and coefficient posterior means and standard deviations for the models in (2) and (3) with coefficients restricted to be equal across countries are presented in Table 4. On computing the roots of the AR(3) process for the countries' output growth rates from equation(2),
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