Building scenarios of multiple time series that take into account the effects of an expected intervention
Victor M. Guerrero, Eliud Silva and Nicolás Gómez
| Year of publication: |
2014
|
|---|---|
| Authors: | Guerrero, Víctor M. ; Silva, Eliud ; Gómez, Nicolás |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 1, p. 32-46
|
| Subject: | cointegration | compatibility testing | deterministic change | multiple disturbance | stochastic change | VEC models | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
| 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/10010424886