Predictive ability with cointegrated variables (Q5952956): Difference between revisions

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Latest revision as of 09:24, 30 July 2024

scientific article; zbMATH DE number 1690622
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English
Predictive ability with cointegrated variables
scientific article; zbMATH DE number 1690622

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    Predictive ability with cointegrated variables (English)
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    2001
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    Almost sure convergence
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    Forecasting
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    Cointegration
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    Parameter estimation error
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