OPTIMAL MULTISTEP VAR FORECAST AVERAGING

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Publication:5859564

DOI10.1017/S0266466619000434zbMath1462.62540OpenAlexW3012989376MaRDI QIDQ5859564

Wen-Jen Tsay, Jen-Che Liao

Publication date: 16 April 2021

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466619000434




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