Cointegration and long-horizon forecasting
prep. by Peter F. Christoffersen and Francis X. Diebold
| Year of publication: |
1997
|
|---|---|
| Authors: | Christoffersen, Peter F. |
| Other Persons: | Diebold, Francis X. (contributor) |
| Institutions: | Internationaler Währungsfonds / Research Department (contributor) |
| Publisher: |
[Washington, DC] : Internat. Monetary Fund, Research Dep. |
| Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
| Extent: | 30 S graph. Darst |
|---|---|
| Series: | IMF working paper. - Washington, DC : IMF, ZDB-ID 1449439-5. - Vol. 97/61 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000967637