Density Forecasts With Midas Models

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Density Forecasts With Midas Models

Aastveit, Knut Are, Foroni, Claudia, Ravazzolo, Francesco
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Year:
2016
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.1002/jae.2545
File:
PDF, 1.03 MB
english, 2016
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