On the integration of multi-step prediction and model selection for stationary time series

J.T.C. Kool, A.H.Q.M. Merkies

Research output: Working paper / PreprintWorking paperProfessional

18 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherFaculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Publication statusPublished - 1986

Publication series

NameSerie Research Memoranda
No.1986-22

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