Forecasting cointegrated VARMA processes
Helmut Lütkepohl
| Year of publication: |
2002
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
A companion to economic forecasting. - Malden, Mass. [u.a.] : Blackwell, ISBN 0-631-21569-7. - 2002, p. 179-205
|
| Subject: | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Theorie | Theory | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001893076