Long-Run Forecasting in Multicointegrated Systems
Year of publication: |
2002
|
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Authors: | Engsted, Tom ; Haldrup, Niels ; Siliverstovs, Boriss |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Prognose | Forecast | Kointegration | Cointegration | VAR-Modell | VAR model | Multivariate Analyse | Multivariate analysis |
Extent: | 1 Online-Ressource (29 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 10, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.343541 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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