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Munich Personal RePEc Archive
Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix
Calzolari, Giorgio and Panattoni, Lorenzo
IBM Scientific Center, Pisa, Italy.
8 July 1984
Online at https://mpra.ub.uni-muenchen.de/28806/
MPRA Paper No. 28806, posted 26 Feb 2011 20:25 UTC
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