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Forecasting state retail sales: Econometric vs. time series models

✍ Scribed by James R. Schmidt


Publisher
Springer
Year
1979
Tongue
English
Weight
637 KB
Volume
13
Category
Article
ISSN
0570-1864

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Forecasting multivariate time series wit
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## Abstract This paper presents a methodology for modelling and forecasting multivariate time series with linear restrictions using the constrained structural state‐space framework. The model has natural applications to forecasting time series of macroeconomic/financial identities and accounts. The