مرکز منطقه ای اطلاع رساني علوم و فناوري - Multiple cointegrating vectors, error correction, and forecasting with Littermanʹs model

Title of article :

Multiple cointegrating vectors, error correction, and forecasting with Littermanʹs model

Author/Authors :

Gary L. Shoesmith، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

557

To page :

567

Keywords :

Cointegration , forecasting , Error correction , Vector autoregression

Journal title :

International Journal of Forecasting

Serial Year :

1995

Journal title :

International Journal of Forecasting

Record number :

178627

Link To Document :