ChapterChapter 6 Forecasting with VARMA ModelsHelmut Lütkepohl2006Chapter 6 Forecasting with VARMA ModelsHelmut Lütkepohl2006-01-01chapterHandbook of economic forecasting72 citationsclosedNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsMonetary Policy and Economic ImpactTime Series Analysis and ForecastingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 72 citations exist upstream.References1987Co-Integration and Error Correction: Representation, Estimation, and Testing1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods1977Time Series Analysis: Forecasting and Control1980Macroeconomics and Reality1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models1981Some properties of time series data and their use in econometric model specification1987Forecasting and testing in co-integrated systems2000Forecasting Economic Time Series