OPTIMAL MULTISTEP VAR FORECAST AVERAGING

Econometric Theory 2020 / 03

OPTIMAL MULTISTEP VAR FORECAST AVERAGING

Liao, Jen-Che, Tsay, Wen-Jen
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Journal:
Econometric Theory
DOI:
10.1017/S0266466619000434
Date:
March, 2020
File:
PDF, 636 KB
2020
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