Multiple cointegrating vectors, error correction, and forecasting with Litterman's model
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Bibliographic InfoArticle provided by Elsevier in its journal International Journal of Forecasting.
Volume (Year): 11 (1995)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/ijforecast
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- Chow, Hwee Kwan & Choy, Keen Meng, 2006. "Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach," International Journal of Forecasting, Elsevier, vol. 22(2), pages 301-315.
- Kleibergen, Frank & Paap, Richard, 2002.
"Priors, posteriors and bayes factors for a Bayesian analysis of cointegration,"
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- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
- Bewley, Ronald, 1997. "The forecast process and academic research," International Journal of Forecasting, Elsevier, vol. 13(4), pages 433-437, December.
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