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~institution:"Birkbeck College / Department of Economics"
~person:"Lütkepohl, Helmut"
~person:"Timmermann, Allan"
~subject:"Heteroscedasticity"
~subject:"Time series analysis"
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On the optimality of adaptive expectations: muth revisited and Optimal properties of exponentially weighted forecasts in the presence of different information sources
Satchell, Stephen
;
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000891418
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