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03/14/2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Accurate forecasting of the U.K. gross value added (GVA) is fundamental ...
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07/14/2021
Quantifying the economic response to COVID-19 mitigations and death rates via forecasting Purchasing Managers' Indices using Generalised Network Autoregressive models with exog
Knowledge of the current state of economies, how they respond to COVID-1...
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04/27/2020
The Local Partial Autocorrelation Function and Some Applications
The classical regular and partial autocorrelation functions are powerful...
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04/16/2020
