Improved forecasting of autoregressive series by weighted least squares approximate REML estimation: Comment

Research output: Contribution to journalEditorial

Original languageEnglish
Pages (from-to)44-45
Number of pages2
JournalInternational Journal Of Forecasting
Volume28
Issue number1
DOIs
Publication statusPublished - 2012

Keywords

  • BAYESIAN VECTOR AUTOREGRESSIONS
  • RESTRICTED MAXIMUM-LIKELIHOOD
  • BIAS REDUCTION
  • TIME-SERIES

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