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VAR forecasting under misspecification

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  • Schorfheide, Frank

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  • Schorfheide, Frank, 2005. "VAR forecasting under misspecification," Journal of Econometrics, Elsevier, vol. 128(1), pages 99-136, September.
    • Handle: RePEc:eee:econom:v:128:y:2005:i:1:p:99-136
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