VARMA versus VAR for macroeconomic forecasting
George Athanasopoulos; Farshid Vahid
| Year of publication: |
2006
|
|---|---|
| Authors: | Athanasopoulos, George ; Vahid, Farshid |
| Publisher: |
Clayton, Vic. |
| Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator |
| Extent: | 21 S. graph. Darst. |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 06,4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.buseco.monash.edu.au/depts/ebs/pubs/wpapers/2006/wp4-06.pdf |
| Classification: | Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003301166