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Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gourieroux, Christian, Jasiak, Joann
Format:	Preprint
Published:	2022
Subjects:	Econometrics 62G, 62H, 62P20, 62M10 I.6.3; I.6.4
Online Access:	Acceder al recurso
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