Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors (Q1934119)
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English | Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors |
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Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors (English)
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28 January 2013
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ARMA
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RBC
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forecasting
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model selection
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