VARMA versus VAR for macroeconomic forecasting
George Athanasopoulos; Farshid Vahid
| Year of publication: |
2008
|
|---|---|
| Authors: | Athanasopoulos, George ; Vahid, Farshid |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 26.2008, 2, p. 237-252
|
| Subject: | VAR-Modell | VAR model | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Wirtschaftsprognose | Economic forecast | USA | United States |
| 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/10003675729