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Constructing joint confidence bands for impulse response functions of VAR models – A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
In: Econometrics and Statistics.
RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83.

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  1. .

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  2. Bootstrap VAR forecasts: The effect of model uncertainties. (2022). Fresoli, Diego .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:279-293.

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  3. An enhanced multivariable dynamic time-delay discrete grey forecasting model for predicting Chinas carbon emissions. (2022). Wang, Junjie ; Dang, Yaoguo ; Yang, Deling ; Ye, LI.
    In: Energy.
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  4. Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model. (2022). Tian, Ting ; Yang, Haisheng ; Xiong, Zhixi ; Wang, Xueqin ; Jiang, Yukang.
    In: Papers.
    RePEc:arx:papers:2209.05998.

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