On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula‐Based Approach to Time Series Prediction
| Year of publication: |
2013
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|---|---|
| Authors: | Herwartz, Helmut |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 32.2013, 4, p. 353-368
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