Multistep ahead forecasting of vector time series

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Publication:5864446

DOI10.1080/07474938.2014.977088OpenAlexW3123365408MaRDI QIDQ5864446

Michael W. McCracken, Tucker S. McElroy

Publication date: 7 June 2022

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

Full work available at URL: http://research.stlouisfed.org/wp/2012/2012-060.pdf




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