Title of article
Forecasting threshold cointegrated systems
Author/Authors
Jan G. De Gooijer، نويسنده , , AntoniVidiella-i-Anguera، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
17
From page
237
To page
253
Keywords
maximum likelihood , Cointegration , Forecasting performance , Vector equilibrium correction model , Multivariate forecast densities
Journal title
International Journal of Forecasting
Serial Year
2004
Journal title
International Journal of Forecasting
Record number
179086
Link To Document