Evaluating the accuracy of forecasts from vector autoregressions
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More about this item
Keywords
Economic forecasting; Vector autoregression;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-03-23 (Econometrics)
- NEP-ETS-2013-03-23 (Econometric Time Series)
- NEP-FOR-2013-03-23 (Forecasting)
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