Forecasting with Multivariate Threshold Autoregressive Models

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Bibliographic Details
Main Author:	Sergio A. Calderón-Villanueva
Format:	Artículo científico
Language:	en
Published:	Universidad Nacional de Colombia 2021
Subjects:	Física, Astronomía y Matemáticas forecasting Bayesian approach coverage percentages predictive distributions multivariate threshold autoregressive model
Online Access:	Acceder al recurso
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