Unbiasedness of predictions from estimated vector autoregressions

Dufour, Jean-Marie . Econometric Theory 1985. 1 :387-402

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Bibtex

@article{CIS-61605,
  Author = {Dufour, Jean-Marie},
  Title = {Unbiasedness of predictions from estimated vector autoregressions},
  Journal = {Econometric Theory},
  Volume = {1},
  Year = {1985},
  Pages = {387--402},
  Keywords = {Time series}
}

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