Building Scenarios of Multiple Time Series that Take into Account the Effects of an Expected Intervention

DOI10.1002/FOR.2271zbMath1397.91509OpenAlexW1494005504MaRDI QIDQ4687488

Eliud Silva, Victor M. Guerrero, Nicolas Gomez

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2271

zbMATH Keywords

deterministiccointegrationstochasticinterventionmultiple disturbancecompatibility testingCatlin's static updating theoremvector autoregressive error correction model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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