Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity
Theologos Pantelidis and Nikitas Pittis
| Year of publication: |
2009
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|---|---|
| Authors: | Pantelidis, Theologos ; Pittis, Nikitas |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 28.2009, 7, p. 612-630
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| Subject: | ARCH-Modell | ARCH model | Kointegration | Cointegration | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
| 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/10003902230