Forecasting with VARMA models
Helmut Lütkepohl
| Year of publication: |
2006
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Published in: |
Handbook of economic forecasting ; Vol. 1. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-51395-7. - 2006, p. 287-325
|
| Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Theorie | Theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338428