Predictive ability with cointegrated variables (Q5952956)

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scientific article; zbMATH DE number 1690622
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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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