Cointegrated VARMA models and forecasting US interest rates
Christian Kascha and Carsten Trenkler
| Year of publication: |
2011
|
|---|---|
| Authors: | Kascha, Christian ; Trenkler, Carsten |
| Publisher: |
Zurich : Univ., Dep. of Economics |
| Subject: | Kointegration | Cointegration | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Theorie | Theory |
freely available
Erscheint auch als (Online-Ausgabe):
Kascha, Christian. Cointegrated VARMA models and forecasting US interest rates. - [Zurich : Univ., Dep. of Economics], 2011. - Online-Ressource (32 S.)
Persistent link: https://www.econbiz.de/10009491985