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Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors

Review of Economics and Statistics - United States
doi 10.1162/rest_a_00809
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Abstract

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Categories
EconomicsEconometricsSocial Sciences
Date

March 1, 2020

Authors
Todd E. ClarkMichael W. McCrackenElmar Mertens
Publisher

MIT Press - Journals


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