Interval forecasting in cointegrated systems

Reimers, Hans-Eggert . Statistical Papers 1995. 36 :349-369

Locate this article in:

Bibtex

@article{CIS-128947,
  Author = {Reimers, Hans-Eggert},
  Title = {Interval forecasting in cointegrated systems},
  Journal = {Statistical Papers},
  Volume = {36},
  Year = {1995},
  Pages = {349--369},
  Keywords = {Vector autoregression}
}

Similar articles