مرکز منطقه ای اطلاع رساني علوم و فناوري - Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts

Title of article :

Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts

Author/Authors :

Nicol?s G?mez، نويسنده , , Victor M. Guerrero، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

751

To page :

770

Keywords :

Cointegration , Compatibility test , Economic targets , Finite sample adjustment , Multiple time series

Journal title :

International Journal of Forecasting

Serial Year :

2006

Journal title :

International Journal of Forecasting

Record number :

179245

Link To Document :