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~institution:"de Nederlandsche Bank"
~person:"Pesaran, M. Hashem"
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Pesaran, M. Hashem
Vlaar, P.J.G.
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Variable Selection,
Estimation
and Inference for Multi-period Forecasting Problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
de Nederlandsche Bank
-
2010
correlation in the residuals of the multi-period direct forecasting models we propose a new SUREbased
estimation
method and …
Persistent link: https://www.econbiz.de/10008494420
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