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Predictive ability with cointegrated variables

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  • Corradi, Valentina
  • Swanson, Norman R.
  • Olivetti, Claudia

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  • Corradi, Valentina & Swanson, Norman R. & Olivetti, Claudia, 2001. "Predictive ability with cointegrated variables," Journal of Econometrics, Elsevier, vol. 104(2), pages 315-358, September.
  • Handle: RePEc:eee:econom:v:104:y:2001:i:2:p:315-358
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