Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Oxford Bulletin of Economics and Statistics
سال: 2016
ISSN: 0305-9049
DOI: 10.1111/obes.12125