Predictive ability with cointegrated variables (Q5952956)
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scientific article; zbMATH DE number 1690622
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Predictive ability with cointegrated variables |
scientific article; zbMATH DE number 1690622 |
Statements
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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0.8141563534736633
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0.7865114212036133
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0.770206868648529
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0.770206868648529
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0.768143892288208
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