Long run forecasting in multicointegrated systems
Boriss Siliverstovs; Tom Engsted; Niels Haldrup
| Year of publication: |
2003
|
|---|---|
| Authors: | Siliverstovs, Boriss |
| Other Persons: | Engsted, Tom (contributor) ; Haldrup, Niels (contributor) |
| Publisher: |
Berlin : DIW |
| Subject: | Kointegration | Cointegration | Multivariate Analyse | Multivariate analysis | Prognose | Forecast | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | 28 S. |
|---|---|
| Series: | Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung. - Berlin, ISSN 1433-0210, ZDB-ID 2165185-1. - Vol. 381 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 21 - 23 geh. |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013436467