Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
| Year of publication: |
2009
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|---|---|
| Authors: | Pantelidis, Theologos ; Pittis, Nikitas |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 7, p. 612-630
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