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~institution:"Tinbergen Institute"
~person:"Bordo, Michael D."
~person:"Koopman, Siem Jan"
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Autoregressive integrated moving average
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Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series
Koopman, Siem Jan
;
Bos, Charles S.
-
Tinbergen Institute
-
2002
concerned with the modelling and forecasting of two U.S. macroeconomic time series:
inflation
and industrial production. …
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