Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections (Q4687548)
From MaRDI portal
scientific article; zbMATH DE number 6952457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections |
scientific article; zbMATH DE number 6952457 |
Statements
Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections (English)
0 references
12 October 2018
0 references
vector error correction
0 references
vector autoregressive
0 references
co-integration
0 references
intercept correction
0 references
Diebold-Mariano test
0 references
