The effect of estimating parameters on long-term forecasts for cointegrated systems
Hiroaki Chigira and Taku Yamamoto
| Year of publication: |
2012
|
|---|---|
| Authors: | Chigira, Hiroaki ; Yamamoto, Taku |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 31.2012, 4, p. 344-360
|
| Subject: | Kointegration | Cointegration | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Prognose | Forecast |
| 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/10009576371