Variable selection, estimation and inference for multi-period forecasting problems

Published 2011 View Full Article

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Title
Variable selection, estimation and inference for multi-period forecasting problems
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 164, Issue 1, Pages 173-187
Publisher
Elsevier BV
Online
2011-03-08
DOI
10.1016/j.jeconom.2011.02.018

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