Forecasting with a noncausal VAR model

Computational Statistics & Data Analysis 2014 / 08 Vol. 76

Forecasting with a noncausal VAR model

Nyberg, Henri, Saikkonen, Pentti
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Volume:
76
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2013.10.014
Date:
August, 2014
File:
PDF, 511 KB
english, 2014
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