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Linking series generated at different frequenciesFNR HREF="fn1"> FN ID="fn1">This work is part of a PhD dissertation presented at the University of California, San Diego (1999).
Hyung, Namwon; Granger, Clive W.J. - In: Journal of forecasting 27 (2008) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10007981831
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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - In: Journal of forecasting 23 (2004) 5, pp. 315-336
Persistent link: https://www.econbiz.de/10006880578
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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - In: Journal of forecasting 23 (2004) 5, pp. 315-335
Persistent link: https://www.econbiz.de/10002194794