Conditional forecasts in dynamic multivariate models
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- Daniel F. Waggoner & Tao Zha, 1999. "Conditional Forecasts In Dynamic Multivariate Models," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 639-651, November.
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More about this item
Keywords
Econometric models; Forecasting; time series analysis;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-1999-01-25 (Econometrics)
- NEP-ETS-1999-01-25 (Econometric Time Series)
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