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Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap

โœ Scribed by Kevin Albertson; Jonathan Aylen


Book ID
114175111
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
185 KB
Volume
15
Category
Article
ISSN
0169-2070

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On the identification of cointegrated sy
โœ Jennifer V Greenslade; Stephen G Hall; S.G.Brian Henry ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 156 KB

This paper discusses the practical application of identiรฟcation in cointegrated systems. It will argue that in a common realistic modelling situation of a limited data set and the theory requirements of a fairly rich model, the techniques proposed in the existing literature are almost impossible to