Predictive ability with cointegrated variables
| Year of publication: |
2001
|
|---|---|
| Authors: | Corradi, Valentina ; Swanson, Norman R. ; Olivetti, Claudia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 104.2001, 2, p. 315-358
|