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VARMAX-modelling of blast furnace process variables

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  • Ostermark, Ralf
  • Saxen, Henrik

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  • Ostermark, Ralf & Saxen, Henrik, 1996. "VARMAX-modelling of blast furnace process variables," European Journal of Operational Research, Elsevier, vol. 90(1), pages 85-101, April.
    • Handle: RePEc:eee:ejores:v:90:y:1996:i:1:p:85-101
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    References listed on IDEAS

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    1. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    2. Ostermark, Ralf & Hernesniemi, Hannu, 1995. "The impact of information timeliness on the predictability of stock and futures returns: An application of vector models," European Journal of Operational Research, Elsevier, vol. 85(1), pages 111-131, August.
    3. Granger, C. W. J. & Newbold, Paul, 1986. "Forecasting Economic Time Series," Elsevier Monographs, Elsevier, edition 2, number 9780122951831 edited by Shell, Karl.
    4. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    5. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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