Forecasting cointegrated series with BVAR models
Year of publication: |
1999
|
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Authors: | Amisano, Gianni ; Serati, Massimiliano |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 18.1999, 7, p. 463-476
|
Subject: | VAR-Modell | VAR model | Bayes-Statistik | Bayesian inference | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Theorie | Theory |
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