Forecasting with EC-VARMA models
Year of publication: |
2014
|
---|---|
Authors: | Athanasopoulos, George ; Poskitt, Donald Stephen ; Vahid, Farshid ; Yao, Wenying |
Publisher: |
Hobart : Tasmanian School of Business and Economics, University of Tasmania |
Subject: | Kointegration | Cointegration | ARMA-Modell | ARMA model | Kleinste-Quadrate-Methode | Least squares method | Prognoseverfahren | Forecasting model | Theorie | Theory |
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