๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Cointegration and aggregation

โœ Scribed by Jesus Gonzalo


Book ID
113201099
Publisher
Elsevier Science
Year
1993
Weight
600 KB
Volume
47
Category
Article
ISSN
0035-5054

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๐Ÿ“œ SIMILAR VOLUMES


Forecasting an aggregate of cointegrated
โœ Todd E. Clark ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 189 KB

This study examines the problem of forecasting an aggregate of cointegrated disaggregates. It ยฎrst establishes conditions under which forecasts of an aggregate variable obtained from a disaggregate VECM will be equal to those from an aggregate, univariate time series model, and develops a simple pro