Forecasting with VARMA models
Helmut Lütkepohl
| Year of publication: |
2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Lütkepohl, Helmut (contributor) |
| Institutions: | European University Institute / Department of Economics (contributor) |
| Publisher: |
Badia Fiesolana, San Domenico (Fl) |
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | ARMA-Modell | ARMA model |
