Title of article
On the specification of cointegrated autoregressive moving-average forecasting systems
Author/Authors
D. S. Poskitt، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
17
From page
503
To page
519
Keywords
Leastsquares , ARMA model , Echelon form , Forecasting system , Kronecker indices , Equilibrium correction form , Cointegration rank
Journal title
International Journal of Forecasting
Serial Year
2003
Journal title
International Journal of Forecasting
Record number
179022
Link To Document