Title of article
The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting
Author/Authors
Prasad V. Bidarkota، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
12
From page
457
To page
468
Keywords
Forecast evaluation , ARIMA models , Unobserved components models , cointegration , Kalman filtering
Journal title
International Journal of Forecasting
Serial Year
1998
Journal title
International Journal of Forecasting
Record number
178788
Link To Document