Summary
The task of assessing posterior distributions from noisy empirical data imposes difficult requirements of modelling, computing, and assessing sensitivity to model choice. Seasonal analysis of economic time series is used to illuestrate ways of approaching such dificulties.
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Dempster, A.P. Bayesian inference in applied statistics. Trabajos de Estadistica Y de Investigacion Operativa 31, 266–291 (1980). https://doi.org/10.1007/BF02888355
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DOI: https://doi.org/10.1007/BF02888355