Specific-to-general predictor selection in approximate autoregressions—Monte Carlo evidence and a large scale performance assessment with real data
Year of publication: |
2011
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Authors: | Herwartz, Helmut |
Published in: |
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft. - Berlin : Springer, ISSN 1863-8155, ZDB-ID 23749295. - Vol. 95.2011, 2, p. 147-169
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