Forecasting performance of seasonal cointegration models
Year of publication: |
2002
|
---|---|
Authors: | Löf, Mårten ; Lyhagen, Johan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 18.2002, 1, p. 31-44
|
Subject: | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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