Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999)

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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
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    Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (English)
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    12 August 2016
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    reduced rank models
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    model selection criteria
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    forecasting accuracy
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