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Evaluating direct multistep forecasts
Clark, Todd E.; McCracken, Michael W. - In: Econometric reviews 24 (2005) 4, pp. 369-404
Persistent link: https://www.econbiz.de/10003242861
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Multistep ahead forecasting of vector time series
McElroy, Tucker; McCracken, Michael W. - In: Econometric reviews 36 (2017) 5, pp. 495-513
Persistent link: https://www.econbiz.de/10011795256
Cover Image
Evaluating Direct Multistep Forecasts
Clark, Todd; Mccracken, Michael - In: Econometric reviews 24 (2005) 4, pp. 369-404
Persistent link: https://www.econbiz.de/10006873701