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On Model Reduction and Multiperiod Ahead Prediction in Vector Autoregressive Models.

Year of publication:
1991
Authors: Otter, P.W.
Institutions: SOM Research Institute, Faculteit Economie en Bedrijfskunde
Subject: econometrics | economic models
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Series:
Groningen State, Institute of Economic Research-.
Type of publication: Book / Working Paper
Notes:
6 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005661374
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