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A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce, (1980)
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J., (1996)
Asymptotic inference about predictive ability
West, Kenneth D., (1996)
Encompassing tests when no model is incompassing
West, Kenneth D., (1999)
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D., (2000)
Encompassing tests when no model is encompassing