The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 17 (1985)
Issue (Month): 1-2 ()
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- Bidarkota, Prasad V., 1998. "The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting," International Journal of Forecasting, Elsevier, vol. 14(4), pages 457-468, December.
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- Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute.
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