Forecasting with leading indicators revi
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Ruey S. Tsay; Chung-Shu Wu
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Article
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2003
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John Wiley and Sons
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English
β 132 KB
## Abstract Transfer function or distributed lag models are commonly used in forecasting. The stability of a constantβcoefficient transfer function model, however, may become an issue for many economic variables due in part to the recent advance in technology and improvement in efficiency in data c