Forecasting levels of log variables in vector autoregressions
Year of publication: |
2009
|
---|---|
Authors: | Bårdsen, Gunnar ; Lütkepohl, Helmut |
Institutions: | European University Institute / Department of Law (contributor) |
Publisher: |
Badia Fiesolana, San Domenico (Fl) |
Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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