Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes
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- Peter C.B. Phillips & Ye Chen, "undated". "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers 1968, Cowles Foundation for Research in Economics, Yale University.
- Deo, Rohit S., 2012. "Improved forecasting of autoregressive series by weighted least squares approximate REML estimation," International Journal of Forecasting, Elsevier, vol. 28(1), pages 39-43.
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