Exact joint forecast regions for vector autoregressive models
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Publication:4935563
DOI10.1080/02664769922638zbMath1072.62638OpenAlexW1991659718MaRDI QIDQ4935563
Siu Hung Cheung, K. H. Wu, Wai Sum Chan
Publication date: 1999
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664769922638
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