๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Interval forecasting in cointegrated systems

โœ Scribed by Hans-Eggert Reimers


Book ID
112939623
Publisher
Springer-Verlag
Year
1995
Tongue
English
Weight
810 KB
Volume
36
Category
Article
ISSN
0932-5026

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Forecasting threshold cointegrated syste
โœ Jan G. De Gooijer; Antoni Vidiella-i-Anguera ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 457 KB
Forecasting in large cointegrated proces
โœ Hiroaki Chigira; Taku Yamamoto ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 276 KB

## Abstract It is widely recognized that taking cointegration relationships into consideration is useful in forecasting cointegrated processes. However, there are a few practical problems when forecasting large cointegrated processes using the wellโ€known vector error correction model. First, it is

Separation in Cointegrated Systems
โœ Haldrup, N. ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Oxford University Press ๐ŸŒ English โš– 88 KB