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Original Articles

The uncertainty of forecasting: models with structural change versus those without changing parameters

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Pages 2029-2040 | Received 01 Jul 1984, Published online: 27 Jun 2007

References

  • Broemeling , L.D. 1977 . Forecasting Future Values of Changing Sequences . Communications in Statistics , A6 : 87 – 102 .
  • Broemeling , L.D. and Laud , M.F. 1984 . On Forecasting with Univeriate Autoregressive Processes: A Bayesian Approach . Communication in Statistics , 13 ( 11 )
  • Moen , D.H. 1983 . The Bayesian Analysis of Structure Change in Multivariate Linear Models , Stillwater, Oklahoma : Oklahoma State University .
  • Press , S.J. 1982 . Applied Multivariate Analysis , Edited by: Krieger , Robert E. Florida : Malabar .
  • Rothenberg , T.J. 1963 . A Bayesian Analysis of Simultaneous Equation Systems , Rotterdam : Econometric Institute, Netherlands School of Economics .
  • Zellner , A. and Chetty , V.K. 1965 . Prediction and Decision Problems in Regression Models from the Bayesian Point of View . Journal of the American Statistical Associaltion , 60 : 608 – 616 .

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