Using least squares to generate forecasts in regressions with serial correlation
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Publication:3552838
DOI10.1111/j.1467-9892.2007.00569.xzbMath1199.62023OpenAlexW1991262015MaRDI QIDQ3552838
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00569.x
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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