Exact joint forecast regions for vector autoregressive models
Journal of Applied Statistics
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Main Authors: | Chan, W.-S., Cheung, S.H., Wu, K.H. |
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Other Authors: | STATISTICS & APPLIED PROBABILITY |
Format: | Article |
Published: |
2014
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/105139 |
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Institution: | National University of Singapore |
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