Long-run forecasting in multicointegrated systems
Year of publication: |
2003
|
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Authors: | Engsted, Tom ; Siliverstovs, Boriss ; Haldrup, Niels |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Kointegration | Multivariate Analyse | Prognose | VAR-Modell | Theorie | Multicointegration | Forecasting | Loss function | VAR models |
Series: | DIW Discussion Papers ; 381 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 850995884 [GVK] hdl:10419/18137 [Handle] RePEc:diw:diwwpp:dp381 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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Long-run forecasting in multicointegrated systems
Engsted, Tom, (2003)
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Long-Run Forecasting in Multicointegrated Systems
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