Data transformation and forecasting in models with unit roots and cointegration
Year of publication: |
2001
|
---|---|
Authors: | Chao, John C. ; Corradi, Valentina ; Swanson, Norman R. |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 2.2001, 1, p. 59-76
|
Subject: | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Modellierung | Scientific modelling |
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