Forecasting based upon cointegration analysis and its applications

zbMATH Open1300.62109MaRDI QIDQ6486984FDOQ6486984

Authors: Taku Yamamoto 

Publication date: 18 November 2014

Published in: Journal of the Japan Statistical Society. Japanese Issue (Search for Journal in Brave)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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