Averaging forecasts from VARs with uncertain instabilities
Year of publication: |
2010
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Authors: | Clark, Todd E. ; McCracken, Michael W. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 25.2010, 1, p. 5-30
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