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On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate. (2013). Österholm, Pär ; Boumediene, Farid Jimmy ; Osterholm, Par ; Antipin, Jan-Erik .
In: Working Papers.
RePEc:hhs:nierwp:0129.

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  5. .1 OLS Note: CGLS gives the sum of estimated of autoregressive coefficients from model estimated with CGLS using a gain of 0.10; estimation is initialised at 1971Q2. OLS gives the sum of recursively estimated autoregressive coefficients from model estimated with OLS; sample is 1970Q1-1983Q1/2007Q4. Titles in the Working Paper Series No Author Title Year
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  21. Jan-Erik Antipin, Farid Jimmy Boumediene, Pär Österholm On the Usefulness of Constant Gain Least Squares when Forecasting the Unemployment Rate WorkingPaper No. 129. September 2013 OntheUsefulness of ConstantGainLeast Squares when Forecasting the UnemploymentRate By Jan-ErikAntipin, JimmyBoumediene and Pär Österholm National Institute of Economic Research National Institute of Economic Research, Kungsgatan 12-14, Box 3116, SE-103 62 Stockholm, Sweden Phone: +46 8 453 59 00, Fax: +46 8 453 59 80, E-mail: ki@konj.se, Website: www.konj.se ISSN 1100-7818 WorkingP_122.indd 1 2011-02-14 18.41
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