Interval forecasting in cointegrated systems (Q1907865)
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scientific article; zbMATH DE number 844660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interval forecasting in cointegrated systems |
scientific article; zbMATH DE number 844660 |
Statements
Interval forecasting in cointegrated systems (English)
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11 November 1996
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cointegrated systems
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error component
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vectorautoregressive models
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correction term
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error correction
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Monte Carlo study
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nominal level
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confidence interval of forecasting
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observed level
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estimated coefficients
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small sample size
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