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~person:"Lütkepohl, Helmut"
~subject:"Forecast mean squared error"
~subject:"Cointegration"
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Forecast mean squared error
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Lütkepohl, Helmut
Herwartz, Helmut
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The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut
;
Xu, Fang
- In:
Empirical Economics
42
(
2012
)
3
,
pp. 619-638
Persistent link: https://www.econbiz.de/10010994354
Saved in:
2
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
3
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
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