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An extended Yule-Walker method for estimating a vector autoregressive model with mixed-frequencey data
Chen, Baoline
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Zadrozny, Peter A.
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1998
Persistent link: https://www.econbiz.de/10001353453
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Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals
Zadrozny, Peter A.
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Chen, Baoline
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2019
Persistent link: https://www.econbiz.de/10012116268
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