Cointegration, long-run comovements, and long-horizon forecasting
Year of publication: |
1997
|
---|---|
Authors: | Stock, James H. |
Published in: |
Advances in economics and econometrics: theory and applications ; Vol. 3 ; 3. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-58013-7. - 1997, p. 34-60
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Theorie | Theory |
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