Forecasting in factor augmented regressions under structural change

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Bibliographic Details
Published inInternational journal of forecasting Vol. 40; no. 1; pp. 62 - 76
Main Authors Massacci, Daniele, Kapetanios, George
Format Journal Article
LanguageEnglish
Published 01.01.2024
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ISSN:0169-2070
DOI:10.1016/j.ijforecast.2022.12.004