Long-run forecasting in multicointegrated systems
Boriss Siliverstovs, Tom Engsted and Niels Haldrup
| Year of publication: |
2004
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|---|---|
| Authors: | Siliverstovs, Boriss ; Engsted, Tom ; Haldrup, Niels |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 5, p. 315-335
|
| Subject: | Kointegration | Cointegration | Multivariate Analyse | Multivariate analysis | Prognose | Forecast | VAR-Modell | VAR model | Theorie | Theory |
| 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/10002194794