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A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Domenico ; Ravazzolo, Francesco ; Casarin, Roberto ; Corradin, Fausto.
In: Advances in Decision Sciences.
RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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