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Consistent forecast intervals when the forecast-period exogenous variables are stochastic
McCullough, Bruce D., (1996)
Application of Stein rules to combination forecasting
Fomby, Thomas B., (1991)
Three essays in dynamic macroeconomics
Levy, Daniel C., (1990)
Regression-Based Tests of Predictive Ability
West, Kenneth D., (2021)
Inference about predictive ability
McCracken, Michael W., (2001)
McCracken, Michael W., (2002)