The sensitivity of VAR forecasts to alternative lag structures
Rik Hafer () and
International Journal of Forecasting, 1989, vol. 5, issue 3, 399-408
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Working Paper: On the sensitivity of VAR forecasts to alternative lag structures (1987)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:5:y:1989:i:3:p:399-408
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