Predictive ability with cointegrated variables

Journal of Econometrics

Volumn 104, Issue 2, 2001, Pages 315-358

  Corradi, Valentina ^a   Swanson, Norman R ^b   Olivetti, Claudia ^c  

^a UNIVERSITY OF EXETER   (United Kingdom)

^b PURDUE UNIVERSITY   (United States)

^c Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0348142551     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00086-0     Document Type: Article

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