VAR, ERROR-CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS

Authors
STOCK JH
Citation
Jh. Stock, VAR, ERROR-CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS, Oxford bulletin of economics and statistics, 58(4), 1996, pp. 685
Citations number
20
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences","Statistic & Probability","Statistic & Probability
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
58
Issue
4
Year of publication
1996
Database
ISI
SICI code
0305-9049(1996)58:4<685:VEAPFA>2.0.ZU;2-6