Monthly data and short-term forecasting: An assessment of monthly data in a VAR model

Journal of Forecasting

Volumn 18, Issue 7, 1999, Pages 447-462

  Salazar, Eduardo ^a   Weale, Martin ^a  

^a NATIONAL INSTITUTE OF ECONOMIC AND SOCIAL RESEARCH   (United Kingdom)

Author keywords

Combined estimators; Interpolation; Measurement error; Non nested tests; VAR

Indexed keywords

EID: 0011658296     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199912)18:7<447::AID-FOR726>3.0.CO;2-T     Document Type: Article

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