Exact joint forecast regions for vector autoregressive models

Journal of Applied Statistics

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Bibliographic Details
Main Authors: Chan, W.-S., Cheung, S.H., Wu, K.H.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105139
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Institution: National University of Singapore
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