The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems
| Year of publication: |
2012
|
|---|---|
| Authors: | Chigira, Hiroaki ; Yamamoto, Taku |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 31.2012, 4, p. 344-360
|
| Publisher: |
John Wiley & Sons, Ltd. |