OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564)

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scientific article; zbMATH DE number 7334499
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OPTIMAL MULTISTEP VAR FORECAST AVERAGING
scientific article; zbMATH DE number 7334499

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    OPTIMAL MULTISTEP VAR FORECAST AVERAGING (English)
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    16 April 2021
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    vector autoregressive (VAR) model
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