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A panel data approach to economic forecasting: the bias-corrected average forecast. (2007). Lima, Luiz ; Issler, João.
In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
RePEc:fgv:epgewp:642.

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  1. Estimating High-Dimensional Time Series Models.. (2012). Medeiros, Marcelo ; Mendes, Eduardo F..
    In: Textos para discussão.
    RePEc:rio:texdis:602.

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  2. Estimating High-Dimensional Time Series Models. (2012). Medeiros, Marcelo ; Mendes, Eduardo F..
    In: CREATES Research Papers.
    RePEc:aah:create:2012-37.

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  3. Evaluating Value-at-Risk models via Quantile Regression. (2009). Smith, Daniel ; Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we094625.

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