Multiple cointegrating vectors, error correction, and forecasting with Litterman's model

Shoesmith, Gary L. . International Journal of Forecasting 1995. 11 :557-567

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Bibtex

@article{CIS-126058,
  Author = {Shoesmith, Gary L.},
  Title = {Multiple cointegrating vectors, error correction, and forecasting with Litterman's model},
  Journal = {International Journal of Forecasting},
  Volume = {11},
  Year = {1995},
  Pages = {557--567},
  Keywords = {Vector autoregression}
}

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