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Optimal prediction pools
Geweke, John; Amisano, Gianni - In: Journal of econometrics 164 (2011) 1, pp. 130-141
Persistent link: https://www.econbiz.de/10009270394
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Forecasting cointegrated series with BVAR models
Amisano, Gianni; Serati, Massimiliano - In: Journal of forecasting 18 (1999) 7, pp. 463-476
Persistent link: https://www.econbiz.de/10001437768