The selection of the Bayesian coincident-index models using model comparison criterion with application in Langat river water quality data

In this study, three types of Bayesian coincident-index models were designed based on modification from the so-called Stock-Watson (S-W) index, i.e. the established economic coincident-index. The S-W index approach is commonly used to estimate parameters using sufficient time series data in composit...

Full description

Bibliographic Details
Main Authors: Mohd Ali, Zalina, Ibrahim, Noor Akma, Mengersen, Kerrie, Shitan, Mahendran, Juahir, Hafizan
Format: Conference or Workshop Item
Language:English
Published: AIP Publishing LLC 2012
Online Access:http://psasir.upm.edu.my/id/eprint/57320/1/The%20selection%20of%20the%20Bayesian%20coincident-index%20models%20using%20model%20comparison%20criterion%20with%20application%20in%20Langat%20river%20water%20quality%20data.pdf