A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2005.07.020
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+W3123760665
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+What does the yield curve tell us about GDP growth?
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+Asymptotically efficient autoregressive model selection for multistep prediction
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