Mind your \(p\)s and \(q\)s! Improving ARMA forecasts with RBC priors (Q1934119)

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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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