Work

Chapter 6 Forecasting with VARMA Models

Year: 2006

Type: book-chapter

Source: Handbook of economic forecasting

DOI: 10.1016/s1574-0706(05)01006-2

Author: Helmut Lütkepohl

Institution: European University Institute

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1482953311

FWCI: 1.744

Cites: 137

Cited by: 72

Related to: 10