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Multistep prediction of panel vector autoregressice processes
Greenaway-McGrevy, Ryan
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Econometric theory
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2013
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pp. 699-734
Persistent link: https://www.econbiz.de/10010210167
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Asymptotically efficient model selection for panel data forecasting
Greenaway-McGrevy, Ryan
- In:
Econometric theory
35
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2019
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pp. 842-899
Persistent link: https://www.econbiz.de/10012386845
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