Cointegration rank switching model: an application to forecasting interest rates
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Publication:3088167
DOI10.1002/for.1191zbMath1219.91107OpenAlexW2026440237MaRDI QIDQ3088167
Publication date: 19 August 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1191
Related Items
Cites Work
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