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~isPartOf:"NBER technical working paper series"
~person:"Kilian, Lutz"
~subject:"Arbeitslosigkeit"
~subject:"Forecasting model"
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Measuring Predictability : Theory and Macroeconomic Applications
Diebold, Francis X.
-
1997
allows for general loss functions, univariate or multivariate
information
sets, and stationary or nonstationary data. We …
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