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Volumn 28, Issue 3, 2012, Pages 623-631

Optimal forecasting of noncausal autoregressive time series

Author keywords

Density forecast; Inflation; Non Gaussian time series; Noncausal time series; Point forecast

Indexed keywords


EID: 84862516816     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2011.08.003     Document Type: Article
Times cited : (36)

References (16)
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    • Forecasting US macroeconomic and financial time series with noncausal and causal AR models: a comparison. HECER Discussion Paper No. 319.
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    • Noncausal autoregressions for economic time series
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.