Forecasting cointegrated nonstationary time series with time-varying variance (Q341895)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forecasting cointegrated nonstationary time series with time-varying variance |
scientific article; zbMATH DE number 6653838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting cointegrated nonstationary time series with time-varying variance |
scientific article; zbMATH DE number 6653838 |
Statements
Forecasting cointegrated nonstationary time series with time-varying variance (English)
0 references
17 November 2016
0 references
cointegration
0 references
error correction model
0 references
model averaging
0 references
pre-testing
0 references
time-varying variance
0 references
0 references
0 references
0 references
0 references
