Tests of Predictive Ability for Vector Autoregressions Used for Conditional Forecasting.
| Autor: | Clark, Todd E.1, McCracken, Michael W.2 Michael.W.McCracken@stls.frb.org |
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| Zdroj: | Journal of Applied Econometrics. Apr2017, Vol. 32 Issue 3, p533-553. 21p. |
| Databáze: | Business Source Ultimate |
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