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The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

Social Sciences, Business Economics, Economics +10

Testing the equality of prediction mean squared errors

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Natural Sciences, Mathematics, Machine Learning +7

Introduction to Multiple Time Series Analysis

Ian T. Jolliffe, Helmut Lütkepohl, Helmut Lütkepohl · Technometrics · 1993 · 2K citations

Business, Economics, Econometrics +16