Amanote Research

Amanote Research

    RegisterSign In

Cointegration and Long-Horizon Forecasting

doi 10.3386/t0217
Full Text
Open PDF
Abstract

Available in full text

Date

October 1, 1997

Authors
Peter ChristoffersenFrancis Diebold
Publisher

National Bureau of Economic Research


Related search

Long-Run Covariance and Its Applications in Cointegration Regression

Stata Journal
Mathematics
2012English

The Myth of Long-Horizon Predictability

SSRN Electronic Journal
2005English

Long-Awaited Self-Rule on the Horizon?

Asia Policy
International RelationsPolitical ScienceHistory
2014English

Forecasting Model Selection Through Out-Of-Sample Rolling Horizon Weighted Errors

Expert Systems with Applications
EngineeringComputer Science ApplicationsArtificial Intelligence
2011English

Dynamic Asset Allocation With Regime Shifts and Long Horizon CVaR-Constraints

SSRN Electronic Journal
2013English

Long-Horizon Robotic Search and Classification Using Sampling-Based Motion Planning

2015English

Long-Range Forecasting: The Present and the Future

Bulletin of the American Meteorological Society
Atmospheric Science
1985English

Unit Roots and Cointegration

Advanced Studies in Theoretical and Applied Econometrics
2019English

Monitoring Stationarity and Cointegration

SSRN Electronic Journal
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy