Predictive ability with cointegrated variables
Valentina Corradi; Norman R. Swanson; Claudia Olivetti
| Year of publication: |
2001
|
|---|---|
| Authors: | Corradi, Valentina ; Swanson, Norman R. ; Olivetti, Claudia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 104.2001, 2, p. 315-358
|
| Subject: | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Theorie | Theory | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001606596