Restricted forecasting with VAR models: an analysis of a test for joint compatibility between restrictions and forecasts
Nicolás Gómez, Víctor M. Guerrero
| Year of publication: |
2006
|
|---|---|
| Authors: | Gómez, Nicolás ; Guerrero, Víctor M. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 22.2006, 4, p. 751-770
|
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| 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/10003385871