Forecasting levels of log variables in vector autoregressions
Gunnar Bårdsen; Helmut Lütkepohl
| Year of publication: |
2011
|
|---|---|
| Authors: | Bårdsen, Gunnar ; Lütkepohl, Helmut |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 27.2011, 4, p. 1108-1115
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009316847