On the specification of cointegrated autoregressive moving-average forecasting systems
D. S. Poskitt
| Year of publication: |
2003
|
|---|---|
| Authors: | Poskitt, Donald Stephen |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 19.2003, 3, p. 503-519
|
| Subject: | Kointegration | Cointegration | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001793035