Replication Data and Programs for: Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
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资源简介：
Clark, Todd E., McCracken, Michael W., and Mertens, Elmar, (2020) "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors." Review of Economics and Statistics 102:1, 17-33.
创建时间：
2020-07-01
