Predictive ability with cointegrated variables
| Year of publication: |
2001
|
|---|---|
| Authors: | Corradi, Valentina ; Swanson, Norman R. ; Olivetti, Claudia |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 104.2001, 2, p. 315-358
|
| Publisher: |
Elsevier |