Robustifying forecasts from equilibrium-correction systems (Q291860)
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scientific article; zbMATH DE number 6591858
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| English | Robustifying forecasts from equilibrium-correction systems |
scientific article; zbMATH DE number 6591858 |
Statements
Robustifying forecasts from equilibrium-correction systems (English)
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10 June 2016
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cointegration
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non-stationarity
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equilibrium correction
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robust forecasts
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UK money
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0.8498883843421936
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0.7664901614189148
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0.7664901614189148
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0.7503493428230286
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0.7485405802726746
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