This paper explores a Bayesian decision-theoretic approach for analysis and development of composite leading indicators. The methods used here are derived from work by Zellner ef ul. (1988) and Zellner and Hong (1988) aimed at forecasts time series turning points, and the multi-process mixture model
β¦ LIBER β¦
Analysis and Development of Leading Indicators Using a Bayesian Turning-Points Approach
β Scribed by James P. LeSage
- Book ID
- 124703521
- Publisher
- American Statistical Association
- Year
- 1991
- Tongue
- English
- Weight
- 355 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0735-0015
- DOI
- 10.2307/1391295
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