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subject:"Forecasting model"
~isPartOf:"Scandinavian actuarial journal"
~person:"Fosten, Jack"
~person:"Marcellino, Massimiliano"
~person:"Shang, Han Lin"
~subject:"Leading indicator"
~subject:"VAR model"
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Scandinavian actuarial journal
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Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
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