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Levels, Differences and Ecms - Principles for Improved Econometric Forecasting · Study

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PreprintLevels, Differences and Ecms - Principles for Improved Econometric Forecasting

P. Geoffrey Allen2004

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Preprintgreen2004

Levels, Differences and Ecms - Principles for Improved Econometric Forecasting

P. Geoffrey Allen · Robert A. Fildes

9 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Forecasting Techniques and Applications Diverse Scientific and Economic Studies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1980Macroeconomics and Reality 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1986The theory and practice of econometrics 1990Forecasting, Structural Time Series Models and the Kalman Filter 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1987Forecasting and testing in co-integrated systems

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Details

Year2004

Typepreprint

Published2004-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations9

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.517002

openalex_workW2005240129

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