Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: Comment |
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Authors: | Paulo M.M. Rodrigues |
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Affiliation: | Economics and Research Department, Banco de Portugal and NOVA School of Business and Economics, Universidade Nova de Lisboa, CASEE, Av. Almirante Reis, 71-6th Floor, 1150-012 Lisbon, Portugal |
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