Cointegration and long-horizon forecasting

Journal of Business and Economic Statistics

Volumn 16, Issue 4, 1998, Pages 450-456

  Christoffersen, Peter F ^a   Diebold, Francis X ^b,c  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Integration; Loss function; Prediction; Unit root

Indexed keywords

EID: 0032338870     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524784     Document Type: Article

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