A VAR approach to forecasting multivariate long memory processes subject to structural breaks

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Bibliographische Detailangaben
Veröffentlicht in:	Essays in honor of Cheng Hsiao
1. Verfasser:	Wang, Cindy S. H. (VerfasserIn)
Weitere Verfasser:	Wan, Shui Ki (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2020
Schlagworte:	Aufsatz im Buch
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