مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting threshold cointegrated systems

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 :

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 :