Forecasting commodity prices with mixed-frequency data : an OLS-based generalized ADL approach
Yu-chin Chen and Wen-Jen Tsay
| Year of publication: |
2011
|
|---|---|
| Authors: | Chen, Yu-chin ; Tsay, Wen-jen |
| Publisher: |
Taibei : Inst. of Economics |
| Subject: | Rohstoffpreis | Commodity price | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | Online-Ressource (30 S., 286,81 Kb) |
|---|---|
| Series: | IEAS working paper. - Taibei : Institute of Economics, ZDB-ID 2137199-4. - Vol. 11,001 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | ADL = autoregressive distributed lag OLS = Ordinary Least Squares Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008935819